-77.6%
PCG vs AA
+63.3%
-141.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +1.4% | -6.7% | +8.1% | +2.4% |
| 3M | -23.4% | -16.3% | -7.0% | -21.5% |
| 6M | -19.4% | -37.1% | +17.7% | -14.3% |
| YTD | -18.5% | -25.0% | +6.5% | -16.6% |
| 1Y | -19.5% | +8.6% | -28.1% | -22.6% |
| 3Y | -21.0% | +57.2% | -78.2% | -31.6% |
| 5Y | +13.7% | -13.0% | +26.8% | +3.0% |
| All | -77.6% | +63.3% | -141.0% | -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