-28.7%
PCG vs ALC
+32.2%
-60.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.1% | +2.1% | -3.1% | -1.9% |
| 30D | +0.1% | +17.2% | -17.1% | -5.8% |
| 3M | -24.4% | +4.6% | -29.1% | -26.0% |
| 6M | -17.7% | +20.1% | -37.8% | -23.6% |
| YTD | -17.4% | -4.2% | -13.2% | -17.2% |
| 1Y | -19.4% | +2.1% | -21.4% | -21.3% |
| 3Y | -18.6% | +4.5% | -23.1% | -23.4% |
| 5Y | +10.2% | -12.3% | +22.6% | +9.4% |
| All | -28.7% | +32.2% | -60.8% | -43.9% |
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