-76.0%
PCG vs ALB
+32.4%
-108.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | +2.2% | -5.8% | +7.9% | +3.1% |
| 30D | +0.8% | -4.5% | +5.3% | +1.3% |
| 3M | -23.8% | -28.1% | +4.3% | -20.1% |
| 6M | -19.6% | -53.2% | +33.6% | -10.2% |
| YTD | -16.7% | -33.3% | +16.6% | -13.6% |
| 1Y | -19.4% | -17.4% | -2.0% | -19.7% |
| 3Y | -18.3% | -14.1% | -4.2% | -24.5% |
| 5Y | +10.4% | -64.0% | +74.4% | +18.3% |
| All | -76.0% | +32.4% | -108.3% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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