-76.2%
PCG vs ACM
+133.7%
-209.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.5% | +6.6% | -7.1% | -2.8% |
| 30D | +0.8% | +19.8% | -19.0% | -5.8% |
| 3M | -22.0% | -3.1% | -18.9% | -21.8% |
| 6M | -17.1% | -11.5% | -5.6% | -14.7% |
| YTD | -16.9% | -24.7% | +7.8% | -9.9% |
| 1Y | -19.1% | -45.1% | +26.0% | -0.3% |
| 3Y | -19.4% | -8.9% | -10.6% | -22.0% |
| 5Y | +9.0% | +5.4% | +3.6% | -2.7% |
| 10Y | -76.2% | +131.1% | -207.2% | -84.7% |
| All | -76.2% | +133.7% | -209.9% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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