-76.4%
PCG vs AG
+72.5%
-148.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.9% |
| 7D | -2.2% | -4.0% | +1.8% | -1.9% |
| 30D | -0.5% | -13.1% | +12.6% | +0.7% |
| 3M | -24.0% | -22.0% | -1.9% | -22.4% |
| 6M | -18.6% | -37.3% | +18.6% | -15.7% |
| YTD | -17.7% | -11.2% | -6.5% | -18.9% |
| 1Y | -20.0% | +23.9% | -43.9% | -24.3% |
| 3Y | -20.2% | +225.1% | -245.4% | -35.4% |
| 5Y | +8.4% | +7.7% | +0.6% | -3.3% |
| 10Y | -76.4% | +86.9% | -163.3% | -82.2% |
| All | -76.4% | +72.5% | -148.9% | -82.2% |
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