-76.4%
PCG vs AA
+48.4%
-124.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.4% |
| 7D | -2.2% | +1.1% | -3.4% | -2.5% |
| 30D | -0.5% | -1.3% | +0.8% | -0.4% |
| 3M | -24.0% | -23.9% | 0.0% | -20.9% |
| 6M | -18.6% | -36.8% | +18.2% | -13.6% |
| YTD | -17.7% | -22.2% | +4.5% | -16.2% |
| 1Y | -20.0% | +10.4% | -30.4% | -23.3% |
| 3Y | -20.2% | +72.0% | -92.3% | -32.1% |
| 5Y | +8.4% | -15.6% | +24.0% | -1.3% |
| 10Y | -76.4% | +47.8% | -124.2% | -86.1% |
| All | -76.4% | +48.4% | -124.8% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling