-1.9%
PCG vs A
+546.2%
-548.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +1.4% | +3.4% | -1.9% | +0.8% |
| 3M | -23.4% | +23.8% | -47.2% | -26.1% |
| 6M | -19.4% | +49.0% | -68.4% | -24.8% |
| YTD | -18.5% | +29.4% | -47.9% | -22.4% |
| 1Y | -19.5% | +19.4% | -38.9% | -22.5% |
| 3Y | -21.0% | +66.2% | -87.2% | -28.5% |
| 5Y | +13.7% | +15.8% | -2.1% | +7.9% |
| 10Y | -77.2% | +326.1% | -403.2% | -82.0% |
| All | -1.9% | +546.2% | -548.1% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling