-18.5%
PCG vs AHR
+406.6%
-425.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | +5.1% | -7.3% | -3.4% |
| 30D | -0.5% | +12.8% | -13.2% | -3.5% |
| 3M | -24.0% | +13.0% | -36.9% | -26.1% |
| 6M | -18.6% | +18.7% | -37.3% | -22.1% |
| YTD | -17.7% | +27.8% | -45.4% | -22.6% |
| 1Y | -20.0% | +22.9% | -42.9% | -24.1% |
| All | -18.5% | +406.6% | -425.1% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling