-10.5%
PCG vs ADM
+17.6%
-28.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | +3.8% | -17.6% | -14.2% |
| 30D | -16.9% | +9.8% | -26.6% | -17.8% |
| 3M | -14.7% | +2.1% | -16.9% | -15.0% |
| 6M | -23.8% | +27.5% | -51.3% | -26.3% |
| YTD | -10.5% | +50.2% | -60.7% | -15.2% |
| 1Y | -5.1% | +40.6% | -45.7% | -9.4% |
| All | -10.5% | +17.6% | -28.1% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling