-16.0%
PCG vs ADM
+29.8%
-45.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.9% | -8.3% | +10.2% | +2.2% |
| 30D | +8.5% | -14.1% | +22.6% | +9.2% |
| 3M | -22.9% | -10.7% | -12.1% | -22.6% |
| 6M | -16.8% | -5.9% | -10.8% | -16.9% |
| YTD | -15.8% | +25.8% | -41.5% | -19.3% |
| 1Y | -16.0% | +21.3% | -37.3% | -19.4% |
| All | -16.0% | +29.8% | -45.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling