+10.3%
PCG vs ACHR
-60.3%
+70.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.9% | +9.1% | +2.5% |
| 7D | +2.2% | -9.2% | +11.4% | +2.6% |
| 30D | +0.8% | -1.0% | +1.7% | +0.6% |
| 3M | -23.8% | -42.2% | +18.4% | -21.7% |
| 6M | -19.6% | -38.2% | +18.6% | -18.2% |
| YTD | -16.7% | -46.4% | +29.7% | -14.8% |
| 1Y | -19.4% | -49.4% | +30.0% | -17.4% |
| 3Y | -18.3% | -22.5% | +4.2% | -21.1% |
| 5Y | +10.4% | -29.8% | +40.2% | +2.2% |
| All | +10.3% | -60.3% | +70.6% | +6.8% |
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