-19.2%
PCG vs AGG
+14.9%
-34.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.2% | -0.6% | -1.7% | -1.6% |
| 30D | -0.5% | +1.6% | -2.1% | -2.4% |
| 3M | -24.0% | -0.5% | -23.5% | -23.5% |
| 6M | -18.6% | -1.1% | -17.5% | -17.5% |
| YTD | -17.7% | -0.7% | -16.9% | -16.8% |
| 1Y | -20.0% | -0.7% | -19.3% | -19.2% |
| All | -19.2% | +14.9% | -34.1% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling