-19.5%
PCG vs ADM
+28.3%
-47.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.6% | -9.0% | +7.4% | -1.1% |
| 30D | +1.4% | -14.0% | +15.4% | +2.2% |
| 3M | -23.4% | -9.2% | -14.2% | -23.2% |
| 6M | -19.4% | -9.2% | -10.2% | -19.3% |
| YTD | -18.5% | +24.2% | -42.7% | -23.3% |
| 1Y | -19.5% | +27.0% | -46.5% | -24.6% |
| All | -19.5% | +28.3% | -47.8% | -24.6% |
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