-19.4%
PCG vs AGI
+143.0%
-162.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +1.1% |
| 7D | -0.5% | +13.9% | -14.4% | -1.5% |
| 30D | +0.8% | -6.2% | +7.0% | +1.1% |
| 3M | -22.0% | -6.9% | -15.1% | -21.8% |
| 6M | -17.1% | -28.7% | +11.6% | -15.2% |
| YTD | -16.9% | -19.8% | +2.9% | -16.3% |
| 1Y | -19.1% | -4.8% | -14.3% | -20.0% |
| 3Y | -19.4% | +144.3% | -163.8% | -33.2% |
| All | -19.4% | +143.0% | -162.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling