-76.0%
PCG vs AA
+113.3%
-189.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.6% | +2.8% |
| 7D | -13.9% | -0.7% | -13.2% | -13.7% |
| 30D | -16.9% | +5.0% | -21.8% | -17.6% |
| 3M | -14.7% | -35.8% | +21.1% | -9.4% |
| 6M | -23.8% | -18.4% | -5.4% | -22.4% |
| YTD | -10.5% | -5.5% | -5.0% | -11.5% |
| 1Y | -5.1% | +61.0% | -66.1% | -14.5% |
| 3Y | -11.6% | +66.2% | -77.8% | -24.1% |
| 5Y | +59.0% | +11.4% | +47.6% | +37.8% |
| All | -76.0% | +113.3% | -189.2% | -86.3% |
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