+9.4%
PCG vs ACHR
-52.6%
+62.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +0.9% |
| 7D | -1.1% | +15.3% | -16.4% | -1.9% |
| 30D | +0.1% | -3.0% | +3.1% | +0.1% |
| 3M | -24.4% | -14.0% | -10.5% | -24.1% |
| 6M | -17.7% | -25.8% | +8.1% | -17.0% |
| YTD | -17.4% | -36.0% | +18.6% | -16.3% |
| 1Y | -19.4% | -41.2% | +21.8% | -18.0% |
| 3Y | -18.6% | -8.6% | -10.0% | -22.0% |
| 5Y | +10.2% | -20.6% | +30.8% | +1.4% |
| All | +9.4% | -52.6% | +62.0% | +4.9% |
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