-76.7%
PCG vs AG
+77.4%
-154.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +0.9% |
| 7D | -1.1% | +10.8% | -11.9% | -2.1% |
| 30D | +0.1% | -8.2% | +8.2% | +0.8% |
| 3M | -24.4% | -13.7% | -10.8% | -23.7% |
| 6M | -17.7% | -27.3% | +9.6% | -15.9% |
| YTD | -17.4% | -4.6% | -12.9% | -19.2% |
| 1Y | -19.4% | +39.4% | -58.7% | -24.6% |
| 3Y | -18.6% | +244.1% | -262.7% | -34.3% |
| 5Y | +10.2% | +16.8% | -6.6% | -2.4% |
| 10Y | -76.7% | +71.7% | -148.4% | -82.3% |
| All | -76.7% | +77.4% | -154.1% | -82.3% |
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