-77.6%
PCG vs ALB
+33.3%
-111.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -1.6% | +9.1% | -10.7% | -2.9% |
| 30D | +1.4% | -3.4% | +4.8% | +1.8% |
| 3M | -23.4% | -20.6% | -2.8% | -20.9% |
| 6M | -19.4% | -48.2% | +28.8% | -11.4% |
| YTD | -18.5% | -29.2% | +10.7% | -16.2% |
| 1Y | -19.5% | +10.0% | -29.5% | -23.8% |
| 3Y | -21.0% | -12.9% | -8.1% | -26.9% |
| 5Y | +13.7% | -61.3% | +75.0% | +20.2% |
| All | -77.6% | +33.3% | -111.0% | -85.9% |
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