+9.4%
PCG vs ALL
+157.5%
-148.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.2% |
| 7D | -0.5% | -0.1% | -0.3% | -0.4% |
| 30D | +0.8% | +13.8% | -13.1% | -3.3% |
| 3M | -22.0% | -2.8% | -19.3% | -21.5% |
| 6M | -17.1% | +23.7% | -40.8% | -23.3% |
| YTD | -16.9% | +27.3% | -44.1% | -24.1% |
| 1Y | -19.1% | +30.5% | -49.6% | -26.8% |
| 3Y | -19.4% | +113.0% | -132.5% | -38.0% |
| All | +9.4% | +157.5% | -148.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling