+9.3%
PCG vs ACM
+1.1%
+8.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +2.2% | +5.6% | -3.5% | +0.7% |
| 30D | +0.8% | +20.8% | -20.1% | -4.2% |
| 3M | -23.8% | +11.4% | -35.2% | -26.1% |
| 6M | -19.6% | +0.9% | -20.6% | -20.4% |
| YTD | -16.7% | -24.8% | +8.1% | -10.8% |
| 1Y | -19.4% | -46.4% | +27.1% | -1.4% |
| 3Y | -18.3% | -9.2% | -9.1% | -23.0% |
| All | +9.3% | +1.1% | +8.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling