+45.1%
PCG vs ACI
+29.9%
+15.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.6% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +1.4% | +10.3% | -8.9% | +0.1% |
| 3M | -23.4% | +7.2% | -30.6% | -24.2% |
| 6M | -19.4% | -18.0% | -1.4% | -17.9% |
| YTD | -18.5% | -22.0% | +3.5% | -16.7% |
| 1Y | -19.5% | -23.4% | +3.8% | -17.6% |
| 3Y | -21.0% | -35.8% | +14.8% | -17.8% |
| 5Y | +13.7% | -43.7% | +57.4% | +17.9% |
| All | +45.1% | +29.9% | +15.2% | +54.6% |
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