+9.3%
PCG vs ALK
-31.3%
+40.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.4% |
| 7D | +2.2% | -1.2% | +3.3% | +2.3% |
| 30D | +0.8% | +7.7% | -6.9% | -0.8% |
| 3M | -23.8% | -19.0% | -4.8% | -21.2% |
| 6M | -19.6% | -0.2% | -19.4% | -20.7% |
| YTD | -16.7% | -23.5% | +6.8% | -14.5% |
| 1Y | -19.4% | -9.1% | -10.3% | -20.5% |
| 3Y | -18.3% | +12.0% | -30.3% | -29.3% |
| All | +9.3% | -31.3% | +40.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling