-1.0%
PCG vs AGG
+98.1%
-99.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -13.9% | -0.2% | -13.7% | -13.7% |
| 30D | -16.9% | -0.4% | -16.5% | -16.6% |
| 3M | -14.7% | -0.7% | -14.1% | -14.2% |
| 6M | -23.8% | -1.5% | -22.3% | -22.8% |
| YTD | -10.5% | -0.3% | -10.2% | -10.2% |
| 1Y | -5.1% | +1.3% | -6.4% | -6.1% |
| 3Y | -11.6% | +13.2% | -24.8% | -20.1% |
| 5Y | +59.0% | -1.4% | +60.4% | +60.9% |
| 10Y | -75.7% | +14.9% | -90.6% | -77.0% |
| All | -1.0% | +98.1% | -99.0% | -21.3% |
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