+7.7%
PCG vs A
+457.0%
-449.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -13.9% | -1.9% | -11.9% | -13.6% |
| 30D | -16.9% | +6.9% | -23.8% | -17.8% |
| 3M | -14.7% | +9.2% | -24.0% | -16.1% |
| 6M | -23.8% | +25.7% | -49.5% | -27.0% |
| YTD | -10.5% | +11.5% | -22.0% | -12.7% |
| 1Y | -5.1% | +18.4% | -23.5% | -8.4% |
| 3Y | -11.6% | +26.6% | -38.2% | -16.5% |
| 5Y | +59.0% | -12.8% | +71.8% | +57.8% |
| 10Y | -75.7% | +247.2% | -322.9% | -80.3% |
| All | +7.7% | +457.0% | -449.3% | -30.0% |
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