-10.5%
PCG vs ALB
-34.0%
+23.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.9% | +2.7% |
| 7D | -13.9% | -8.1% | -5.8% | -13.5% |
| 30D | -16.9% | +6.3% | -23.1% | -17.2% |
| 3M | -14.7% | -23.6% | +8.8% | -13.5% |
| 6M | -23.8% | -24.6% | +0.8% | -22.9% |
| YTD | -10.5% | -10.3% | -0.2% | -10.9% |
| 1Y | -5.1% | +61.5% | -66.6% | -10.7% |
| All | -10.5% | -34.0% | +23.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling