+14.1%
PCG vs ACM
-2.7%
+16.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | +5.4% | -7.0% | -3.0% |
| 30D | +1.4% | +15.1% | -13.7% | -2.3% |
| 3M | -23.4% | -10.5% | -12.9% | -21.3% |
| 6M | -19.4% | -19.7% | +0.3% | -14.8% |
| YTD | -18.5% | -28.8% | +10.3% | -11.4% |
| 1Y | -19.5% | -47.9% | +28.3% | -1.3% |
| 3Y | -21.0% | -12.4% | -8.6% | -25.2% |
| All | +14.1% | -2.7% | +16.9% | -3.3% |
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