-19.4%
PCG vs ALL
+30.2%
-49.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +2.2% | +5.0% | -2.9% | +1.4% |
| 30D | +0.8% | +13.3% | -12.6% | -0.9% |
| 3M | -23.8% | +3.2% | -27.0% | -24.1% |
| 6M | -19.6% | +25.3% | -45.0% | -23.4% |
| YTD | -16.7% | +30.5% | -47.2% | -21.9% |
| 1Y | -19.4% | +29.2% | -48.6% | -24.5% |
| All | -19.4% | +30.2% | -49.6% | -24.5% |
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 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