-10.5%
PCG vs ACM
-21.7%
+11.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -13.9% | -3.7% | -10.1% | -13.4% |
| 30D | -16.9% | -11.1% | -5.8% | -15.5% |
| 3M | -14.7% | -8.0% | -6.8% | -13.9% |
| 6M | -23.8% | -29.7% | +5.8% | -19.3% |
| YTD | -10.5% | -29.4% | +18.9% | -6.0% |
| 1Y | -5.1% | -46.4% | +41.3% | +7.1% |
| All | -10.5% | -21.7% | +11.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling