+105.7%
PCG vs ADM
+1,908.9%
-1,803.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | +3.8% | -17.6% | -14.6% |
| 30D | -16.9% | +9.8% | -26.6% | -18.8% |
| 3M | -14.7% | +2.1% | -16.9% | -15.4% |
| 6M | -23.8% | +27.5% | -51.3% | -28.5% |
| YTD | -10.5% | +50.2% | -60.7% | -19.3% |
| 1Y | -5.1% | +40.6% | -45.7% | -13.3% |
| 3Y | -11.6% | +17.2% | -28.8% | -17.5% |
| 5Y | +59.0% | +61.9% | -2.9% | +36.2% |
| 10Y | -75.7% | +159.3% | -235.0% | -81.5% |
| All | +105.7% | +1,908.9% | -1,803.2% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling