-6.0%
PCG vs AGG
+0.2%
-6.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -3.9% |
| 7D | +6.5% | -0.2% | +6.6% | +6.8% |
| 30D | -16.7% | -0.2% | -16.5% | -16.3% |
| 3M | -14.2% | -0.7% | -13.5% | -13.0% |
| 6M | -21.5% | -1.8% | -19.7% | -18.7% |
| YTD | -11.2% | -0.6% | -10.6% | -9.6% |
| All | -6.0% | +0.2% | -6.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling