-59.9%
PCG vs ACM
+233.2%
-293.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | 0.0% | +5.1% | -5.1% | -1.2% |
| 30D | +5.8% | +11.5% | -5.6% | +3.0% |
| 3M | -22.8% | -10.5% | -12.3% | -21.1% |
| 6M | -18.4% | -20.4% | +1.9% | -14.7% |
| YTD | -16.9% | -28.9% | +12.0% | -11.2% |
| 1Y | -17.6% | -48.7% | +31.1% | -4.6% |
| 3Y | -20.0% | -12.5% | -7.5% | -19.9% |
| 5Y | +16.0% | +0.5% | +15.5% | +11.7% |
| 10Y | -76.7% | +161.2% | -237.9% | -82.1% |
| All | -59.9% | +233.2% | -293.2% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling