-7.9%
PCG vs AGG
+95.5%
-103.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +2.2% | -1.5% | +3.7% | +3.5% |
| 30D | +0.8% | +0.6% | +0.1% | +0.2% |
| 3M | -23.8% | -1.6% | -22.2% | -22.7% |
| 6M | -19.6% | -1.6% | -18.0% | -18.5% |
| YTD | -16.7% | -1.5% | -15.2% | -15.5% |
| 1Y | -19.4% | -1.1% | -18.3% | -18.5% |
| 3Y | -18.3% | +13.6% | -31.9% | -26.4% |
| 5Y | +10.4% | -1.7% | +12.1% | +12.0% |
| 10Y | -76.1% | +16.1% | -92.3% | -77.2% |
| All | -7.9% | +95.5% | -103.4% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling