-76.2%
PCG vs ALK
-39.7%
-36.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.5% | +12.9% | -13.4% | -3.7% |
| 30D | +0.8% | +5.5% | -4.8% | -1.1% |
| 3M | -22.0% | -12.1% | -9.9% | -19.8% |
| 6M | -17.1% | +1.7% | -18.8% | -19.2% |
| YTD | -16.9% | -17.4% | +0.6% | -15.6% |
| 1Y | -19.1% | -1.9% | -17.1% | -22.2% |
| 3Y | -19.4% | +21.2% | -40.7% | -33.0% |
| 5Y | +9.0% | -27.8% | +36.8% | +4.9% |
| 10Y | -76.2% | -41.0% | -35.1% | -79.3% |
| All | -76.2% | -39.7% | -36.5% | -79.3% |
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