-77.6%
PCG vs ALL
+370.9%
-448.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | +0.4% |
| 7D | -1.6% | -1.9% | +0.4% | -0.6% |
| 30D | +1.4% | +13.8% | -12.4% | -5.5% |
| 3M | -23.4% | -7.0% | -16.4% | -20.9% |
| 6M | -19.4% | +18.0% | -37.4% | -27.3% |
| YTD | -18.5% | +24.2% | -42.7% | -29.0% |
| 1Y | -19.5% | +31.2% | -50.7% | -32.2% |
| 3Y | -21.0% | +107.5% | -128.5% | -50.3% |
| 5Y | +13.7% | +144.8% | -131.1% | -39.5% |
| All | -77.6% | +370.9% | -448.5% | -90.6% |
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