-54.9%
PCG vs AG
+287.4%
-342.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.1% |
| 30D | +5.8% | -15.1% | +20.9% | +6.8% |
| 3M | -22.8% | -15.4% | -7.4% | -22.1% |
| 6M | -18.4% | -21.9% | +3.5% | -17.7% |
| YTD | -16.9% | -10.4% | -6.4% | -17.5% |
| 1Y | -17.6% | +39.8% | -57.4% | -20.9% |
| 3Y | -20.0% | +209.5% | -229.5% | -28.8% |
| 5Y | +16.0% | +12.5% | +3.5% | +8.1% |
| 10Y | -76.7% | +79.5% | -156.1% | -79.7% |
| All | -54.9% | +287.4% | -342.3% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling