-77.6%
PCG vs ADM
+98.0%
-175.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -1.6% | -9.0% | +7.4% | +1.7% |
| 30D | +1.4% | -14.0% | +15.4% | +6.8% |
| 3M | -23.4% | -9.2% | -14.2% | -21.3% |
| 6M | -19.4% | -9.2% | -10.2% | -17.5% |
| YTD | -18.5% | +24.2% | -42.7% | -26.6% |
| 1Y | -19.5% | +27.0% | -46.5% | -28.4% |
| 3Y | -21.0% | +6.6% | -27.6% | -27.2% |
| 5Y | +13.7% | +25.0% | -11.2% | -8.0% |
| All | -77.6% | +98.0% | -175.6% | -87.2% |
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