-56.9%
PCG vs ACM
+230.8%
-287.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -13.9% | -3.7% | -10.1% | -13.0% |
| 30D | -16.9% | -11.1% | -5.8% | -14.8% |
| 3M | -14.7% | -8.0% | -6.8% | -13.5% |
| 6M | -23.8% | -29.7% | +5.8% | -17.8% |
| YTD | -10.5% | -29.4% | +18.9% | -4.1% |
| 1Y | -5.1% | -46.4% | +41.3% | +8.7% |
| 3Y | -11.6% | -22.3% | +10.7% | -8.8% |
| 5Y | +59.0% | +4.5% | +54.5% | +51.7% |
| 10Y | -75.7% | +127.6% | -203.4% | -81.0% |
| All | -56.9% | +230.8% | -287.7% | -73.1% |
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