+22.9%
PCG vs ACHR
-42.6%
+65.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.5% |
| 7D | +5.4% | +4.9% | +0.5% | +5.1% |
| 30D | -15.1% | +4.3% | -19.4% | -15.5% |
| 3M | -9.8% | +1.7% | -11.6% | -10.4% |
| 6M | -18.0% | -6.9% | -11.1% | -18.3% |
| YTD | -7.2% | -22.5% | +15.2% | -6.8% |
| 1Y | +2.9% | -31.5% | +34.4% | +3.5% |
| 3Y | -11.1% | -14.4% | +3.3% | -14.6% |
| 5Y | +61.8% | -41.6% | +103.4% | +54.0% |
| All | +22.9% | -42.6% | +65.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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