-5.1%
PCG vs ACI
-32.3%
+27.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | -13.9% | +0.2% | -14.0% | -13.8% |
| 30D | -16.9% | +5.9% | -22.8% | -17.5% |
| 3M | -14.7% | -19.8% | +5.0% | -12.0% |
| 6M | -23.8% | -24.7% | +0.9% | -20.7% |
| YTD | -10.5% | -24.4% | +13.9% | -7.1% |
| 1Y | -5.1% | -31.5% | +26.4% | -5.1% |
| All | -5.1% | -32.3% | +27.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling