-76.2%
PCG vs AA
+45.1%
-121.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +0.8% | -5.0% | +5.8% | +1.4% |
| 3M | -22.0% | -22.2% | +0.2% | -19.2% |
| 6M | -17.1% | -36.3% | +19.2% | -12.0% |
| YTD | -16.9% | -24.2% | +7.3% | -15.1% |
| 1Y | -19.1% | +3.9% | -22.9% | -21.7% |
| 3Y | -19.4% | +67.6% | -87.0% | -31.1% |
| 5Y | +9.0% | -8.8% | +17.8% | -2.2% |
| 10Y | -76.2% | +45.0% | -121.1% | -86.0% |
| All | -76.2% | +45.1% | -121.2% | -86.0% |
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