-76.5%
PCG vs ALK
-45.1%
-31.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -2.7% | +3.3% | -6.0% | -4.0% |
| 3M | -25.1% | -17.6% | -7.5% | -21.6% |
| 6M | -22.3% | +0.8% | -23.1% | -24.1% |
| YTD | -18.5% | -22.4% | +3.9% | -15.9% |
| 1Y | -21.8% | -10.1% | -11.8% | -23.1% |
| 3Y | -21.0% | +14.0% | -35.0% | -33.3% |
| 5Y | +8.1% | -29.8% | +37.9% | +4.5% |
| All | -76.5% | -45.1% | -31.4% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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