+91.1%
PCG vs ALK
+765.2%
-674.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.8% |
| 7D | 0.0% | +7.1% | -7.1% | -1.2% |
| 30D | +5.8% | -3.0% | +8.8% | +6.1% |
| 3M | -22.8% | -25.6% | +2.9% | -19.4% |
| 6M | -18.4% | +0.5% | -18.9% | -19.4% |
| YTD | -16.9% | -23.1% | +6.2% | -15.1% |
| 1Y | -17.6% | -7.5% | -10.1% | -18.4% |
| 3Y | -20.0% | +15.3% | -35.3% | -25.6% |
| 5Y | +16.0% | -34.8% | +50.8% | +16.6% |
| 10Y | -76.7% | -41.2% | -35.5% | -77.4% |
| All | +91.1% | +765.2% | -674.1% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling