-77.6%
PCG vs AG
+89.9%
-167.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.1% |
| 7D | -1.6% | +6.3% | -7.9% | -2.2% |
| 30D | +1.4% | -8.9% | +10.4% | +2.2% |
| 3M | -23.4% | -12.2% | -11.2% | -22.8% |
| 6M | -19.4% | -28.3% | +8.9% | -17.6% |
| YTD | -18.5% | -8.8% | -9.7% | -19.8% |
| 1Y | -19.5% | +39.4% | -58.9% | -24.7% |
| 3Y | -21.0% | +229.4% | -250.4% | -35.6% |
| 5Y | +13.7% | +14.5% | -0.8% | +1.2% |
| All | -77.6% | +89.9% | -167.6% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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