-19.1%
PCG vs AA
+4.5%
-23.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.0% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | +0.8% | -5.0% | +5.8% | +1.0% |
| 3M | -22.0% | -22.2% | +0.2% | -21.0% |
| 6M | -17.1% | -36.3% | +19.2% | -16.0% |
| YTD | -16.9% | -24.2% | +7.3% | -16.5% |
| 1Y | -19.1% | +3.9% | -22.9% | -21.6% |
| All | -19.1% | +4.5% | -23.6% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling