+59.4%
PCG vs ACI
+25.9%
+33.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 3M | -14.7% | -19.8% | +5.0% | -12.8% |
| 6M | -23.8% | -24.7% | +0.9% | -21.6% |
| YTD | -10.5% | -24.4% | +13.9% | -8.0% |
| 1Y | -5.1% | -31.5% | +26.4% | -1.5% |
| 3Y | -11.6% | -38.7% | +27.1% | -7.4% |
| 5Y | +59.0% | -42.8% | +101.8% | +65.3% |
| All | +59.4% | +25.9% | +33.5% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling