-75.2%
PCG vs ADM
+158.6%
-233.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.8% | +3.7% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | -15.1% | +11.0% | -26.1% | -18.5% |
| 3M | -9.8% | +6.0% | -15.8% | -12.1% |
| 6M | -18.0% | +26.9% | -44.9% | -25.9% |
| YTD | -7.2% | +50.0% | -57.3% | -21.6% |
| 1Y | +2.9% | +39.6% | -36.7% | -11.0% |
| 3Y | -11.1% | +18.5% | -29.6% | -19.9% |
| 5Y | +61.8% | +62.6% | -0.8% | +18.2% |
| 10Y | -75.2% | +162.4% | -237.6% | -86.5% |
| All | -75.2% | +158.6% | -233.8% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling