-76.5%
PCG vs ALB
+34.2%
-110.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -2.0% | -3.6% | +1.6% | -1.4% |
| 30D | -2.7% | -2.9% | +0.2% | -2.4% |
| 3M | -25.1% | -25.8% | +0.8% | -21.8% |
| 6M | -22.3% | -53.6% | +31.3% | -13.0% |
| YTD | -18.5% | -32.4% | +13.9% | -15.6% |
| 1Y | -21.8% | -13.0% | -8.8% | -22.9% |
| 3Y | -21.0% | -15.0% | -6.0% | -26.7% |
| 5Y | +8.1% | -63.5% | +71.6% | +15.5% |
| All | -76.5% | +34.2% | -110.7% | -85.2% |
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