+91.1%
PCG vs AA
+204.6%
-113.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.1% | -0.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | +5.8% | -10.8% | +16.6% | +7.7% |
| 3M | -22.8% | -19.1% | -3.7% | -20.4% |
| 6M | -18.4% | -38.7% | +20.3% | -12.7% |
| YTD | -16.9% | -27.1% | +10.3% | -14.3% |
| 1Y | -17.6% | +8.3% | -26.0% | -20.6% |
| 3Y | -20.0% | +49.6% | -69.5% | -29.8% |
| 5Y | +16.0% | -15.5% | +31.5% | +6.3% |
| 10Y | -76.7% | +60.9% | -137.6% | -83.4% |
| All | +91.1% | +204.6% | -113.5% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling