-76.3%
PCG vs AGI
+392.3%
-468.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -3.5% | -2.7% | -0.8% | -3.2% |
| 30D | -20.6% | +7.2% | -27.8% | -21.3% |
| 3M | -17.6% | +4.3% | -21.8% | -18.3% |
| 6M | -23.5% | -27.1% | +3.6% | -21.5% |
| YTD | -13.6% | -6.6% | -7.0% | -14.1% |
| 1Y | -11.3% | +9.5% | -20.9% | -13.7% |
| 3Y | -16.9% | +208.4% | -225.4% | -29.1% |
| 5Y | +50.8% | +401.6% | -350.8% | +20.6% |
| All | -76.3% | +392.3% | -468.6% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling