-76.2%
PCG vs ALL
+372.0%
-448.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.8% |
| 7D | -0.5% | -0.1% | -0.3% | -0.5% |
| 30D | +0.8% | +13.8% | -13.1% | -6.0% |
| 3M | -22.0% | -2.8% | -19.3% | -21.3% |
| 6M | -17.1% | +23.7% | -40.8% | -27.1% |
| YTD | -16.9% | +27.3% | -44.1% | -28.6% |
| 1Y | -19.1% | +30.5% | -49.6% | -31.6% |
| 3Y | -19.4% | +113.0% | -132.5% | -50.1% |
| 5Y | +9.0% | +157.6% | -148.6% | -43.9% |
| 10Y | -76.2% | +368.4% | -444.5% | -90.5% |
| All | -76.2% | +372.0% | -448.1% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling