-76.7%
PCG vs AA
+64.5%
-141.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.4% |
| 7D | -1.1% | +4.8% | -5.9% | -1.8% |
| 30D | +0.1% | -0.6% | +0.7% | +0.1% |
| 3M | -24.4% | -16.3% | -8.2% | -22.6% |
| 6M | -17.7% | -33.4% | +15.7% | -13.2% |
| YTD | -17.4% | -20.7% | +3.3% | -16.2% |
| 1Y | -19.4% | +12.9% | -32.3% | -23.0% |
| 3Y | -18.6% | +75.7% | -94.3% | -30.9% |
| 5Y | +10.2% | -6.8% | +17.0% | -1.4% |
| 10Y | -76.7% | +53.6% | -130.3% | -86.4% |
| All | -76.7% | +64.5% | -141.1% | -86.4% |
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