-42.3%
PCG vs ACWI
+356.8%
-399.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -13.9% | +0.5% | -14.4% | -14.1% |
| 30D | -16.9% | +0.9% | -17.7% | -17.3% |
| 3M | -14.7% | +2.4% | -17.1% | -16.3% |
| 6M | -23.8% | +12.4% | -36.2% | -29.8% |
| YTD | -10.5% | +15.2% | -25.7% | -19.0% |
| 1Y | -5.1% | +22.7% | -27.8% | -17.8% |
| 3Y | -11.6% | +75.8% | -87.4% | -40.1% |
| 5Y | +59.0% | +67.7% | -8.7% | +10.8% |
| 10Y | -75.7% | +229.0% | -304.7% | -88.4% |
| All | -42.3% | +356.8% | -399.1% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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