-18.6%
PCG vs ACM
-7.9%
-10.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +0.6% |
| 7D | -1.1% | +6.9% | -8.0% | -1.9% |
| 30D | +0.1% | +19.1% | -19.0% | -2.2% |
| 3M | -24.4% | -6.9% | -17.5% | -23.7% |
| 6M | -17.7% | -12.0% | -5.6% | -16.3% |
| YTD | -17.4% | -25.1% | +7.7% | -14.0% |
| 1Y | -19.4% | -45.4% | +26.0% | -8.4% |
| 3Y | -18.6% | -6.9% | -11.7% | -26.7% |
| All | -18.6% | -7.9% | -10.7% | -26.7% |
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 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