-9.8%
PCG vs AGG
+95.8%
-105.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.4% |
| 7D | -2.0% | -1.4% | -0.5% | -0.7% |
| 30D | -2.7% | +0.9% | -3.6% | -3.5% |
| 3M | -25.1% | -1.2% | -23.8% | -24.2% |
| 6M | -22.3% | -1.4% | -20.9% | -21.3% |
| YTD | -18.5% | -1.4% | -17.1% | -17.4% |
| 1Y | -21.8% | -1.3% | -20.6% | -20.9% |
| 3Y | -21.0% | +13.8% | -34.8% | -28.9% |
| 5Y | +8.1% | -1.6% | +9.6% | +9.5% |
| 10Y | -76.6% | +16.3% | -92.9% | -77.7% |
| All | -9.8% | +95.8% | -105.6% | -27.6% |
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