-17.6%
PCG vs AHR
+394.2%
-411.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.5% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +0.8% | +10.2% | -9.5% | -1.7% |
| 3M | -23.8% | +8.3% | -32.1% | -25.3% |
| 6M | -19.6% | +13.0% | -32.7% | -22.2% |
| YTD | -16.7% | +24.6% | -41.4% | -21.2% |
| 1Y | -19.4% | +22.2% | -41.6% | -23.4% |
| All | -17.6% | +394.2% | -411.8% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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