-28.9%
PCG vs ALC
+27.5%
-56.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | -2.2% | -6.3% | +4.0% | 0.0% |
| 30D | -0.5% | +12.6% | -13.1% | -4.9% |
| 3M | -24.0% | -3.8% | -20.1% | -23.2% |
| 6M | -18.6% | +16.8% | -35.4% | -23.8% |
| YTD | -17.7% | -7.6% | -10.1% | -16.4% |
| 1Y | -20.0% | -5.9% | -14.1% | -19.5% |
| 3Y | -20.2% | +0.6% | -20.8% | -23.9% |
| 5Y | +8.4% | -9.5% | +17.8% | +5.8% |
| All | -28.9% | +27.5% | -56.3% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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