-20.0%
PCG vs AA
+6.6%
-26.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.2% |
| 7D | -2.2% | +1.1% | -3.4% | -2.3% |
| 30D | -0.5% | -1.3% | +0.8% | -0.5% |
| 3M | -24.0% | -23.9% | 0.0% | -22.9% |
| 6M | -18.6% | -36.8% | +18.2% | -17.6% |
| YTD | -17.7% | -22.2% | +4.5% | -17.5% |
| 1Y | -20.0% | +10.4% | -30.4% | -23.7% |
| All | -20.0% | +6.6% | -26.6% | -23.7% |
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