-16.0%
PCG vs AA
+13.9%
-29.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.6% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | +8.5% | -6.4% | +15.0% | +8.9% |
| 3M | -22.9% | -13.0% | -9.9% | -22.3% |
| 6M | -16.8% | -34.6% | +17.9% | -15.6% |
| YTD | -15.8% | -23.0% | +7.3% | -15.5% |
| 1Y | -16.0% | +16.0% | -32.0% | -20.6% |
| All | -16.0% | +13.9% | -29.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling