-16.0%
PCG vs ALL
+42.7%
-58.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | +1.9% | +7.5% | -5.6% | +0.9% |
| 30D | +8.5% | +19.7% | -11.2% | +5.8% |
| 3M | -22.9% | +2.9% | -25.8% | -23.3% |
| 6M | -16.8% | +23.5% | -40.3% | -20.5% |
| YTD | -15.8% | +31.1% | -46.9% | -21.0% |
| 1Y | -16.0% | +40.5% | -56.5% | -22.9% |
| All | -16.0% | +42.7% | -58.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling