-10.5%
PCG vs ALL
+150.1%
-160.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.9% |
| 7D | -13.9% | 0.0% | -13.9% | -13.8% |
| 30D | -16.9% | -1.5% | -15.4% | -16.6% |
| 3M | -14.7% | +23.6% | -38.4% | -21.3% |
| 6M | -23.8% | +22.3% | -46.2% | -29.6% |
| YTD | -10.5% | +26.5% | -37.0% | -18.6% |
| 1Y | -5.1% | +27.0% | -32.1% | -14.1% |
| All | -10.5% | +150.1% | -160.6% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling