-76.0%
PCG vs AG
+60.0%
-135.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.6% |
| 7D | -13.9% | +1.0% | -14.9% | -14.0% |
| 30D | -16.9% | +19.2% | -36.0% | -18.4% |
| 3M | -14.7% | +6.2% | -20.9% | -15.8% |
| 6M | -23.8% | -26.7% | +2.9% | -22.3% |
| YTD | -10.5% | +26.1% | -36.6% | -14.5% |
| 1Y | -5.1% | +131.7% | -136.8% | -15.9% |
| 3Y | -11.6% | +255.3% | -267.0% | -28.3% |
| 5Y | +59.0% | +61.9% | -2.9% | +36.8% |
| All | -76.0% | +60.0% | -135.9% | -80.4% |
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