+8.4%
PCG vs ALB
-61.7%
+70.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | -0.5% | -2.6% | +2.1% | -0.3% |
| 3M | -24.0% | -25.6% | +1.6% | -22.1% |
| 6M | -18.6% | -54.0% | +35.4% | -12.9% |
| YTD | -17.7% | -31.6% | +13.9% | -16.1% |
| 1Y | -20.0% | -6.6% | -13.4% | -21.5% |
| 3Y | -20.2% | -14.0% | -6.2% | -24.2% |
| 5Y | +8.4% | -62.5% | +70.9% | +12.7% |
| All | +8.4% | -61.7% | +70.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling