+14.1%
PCG vs ACHR
-31.8%
+45.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.7% | -16.7% | -2.8% |
| 7D | -1.6% | +5.7% | -7.3% | -2.0% |
| 30D | +1.4% | -4.9% | +6.3% | +1.5% |
| 3M | -23.4% | -15.1% | -8.3% | -23.0% |
| 6M | -19.4% | -30.7% | +11.4% | -18.4% |
| YTD | -18.5% | -41.0% | +22.5% | -17.0% |
| 1Y | -19.5% | -50.0% | +30.5% | -17.4% |
| 3Y | -21.0% | -17.0% | -4.0% | -23.8% |
| All | +14.1% | -31.8% | +45.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling