+54.2%
PCG vs AGI
+392.7%
-338.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.4% |
| 7D | +6.5% | +2.2% | +4.2% | +6.2% |
| 30D | -16.7% | +11.3% | -28.0% | -17.9% |
| 3M | -14.2% | +5.6% | -19.8% | -15.2% |
| 6M | -21.5% | -27.7% | +6.2% | -18.6% |
| YTD | -11.2% | -4.1% | -7.1% | -12.2% |
| 1Y | -4.2% | +13.8% | -18.0% | -8.3% |
| 3Y | -14.9% | +217.0% | -231.9% | -34.4% |
| 5Y | +54.2% | +404.3% | -350.1% | +4.6% |
| All | +54.2% | +392.7% | -338.4% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling