+14.3%
PCG vs ALB
+2,835.3%
-2,821.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.9% | +3.2% |
| 7D | -13.9% | -8.1% | -5.8% | -12.7% |
| 30D | -16.9% | +6.3% | -23.1% | -17.9% |
| 3M | -14.7% | -23.6% | +8.8% | -11.4% |
| 6M | -23.8% | -24.6% | +0.8% | -21.3% |
| YTD | -10.5% | -10.3% | -0.2% | -11.0% |
| 1Y | -5.1% | +61.5% | -66.6% | -16.0% |
| 3Y | -11.6% | -34.0% | +22.4% | -13.0% |
| 5Y | +59.0% | -44.6% | +103.6% | +55.3% |
| 10Y | -75.7% | +76.1% | -151.8% | -82.3% |
| All | +14.3% | +2,835.3% | -2,821.0% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling