+89.2%
PCG vs ADM
+1,583.8%
-1,494.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.5% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | -0.5% | -11.8% | +11.4% | +2.4% |
| 3M | -24.0% | -11.3% | -12.7% | -22.1% |
| 6M | -18.6% | -10.0% | -8.6% | -17.1% |
| YTD | -17.7% | +25.9% | -43.6% | -22.8% |
| 1Y | -20.0% | +26.7% | -46.7% | -25.2% |
| 3Y | -20.2% | +8.1% | -28.4% | -24.4% |
| 5Y | +8.4% | +23.5% | -15.1% | -1.3% |
| 10Y | -76.4% | +128.2% | -204.6% | -81.4% |
| All | +89.2% | +1,583.8% | -1,494.6% | -14.9% |
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 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