-1.1%
PCG vs ALL
+3,771.7%
-3,772.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | 0.0% | +4.2% | -4.2% | -1.1% |
| 30D | +5.8% | +18.9% | -13.1% | +0.9% |
| 3M | -22.8% | +1.2% | -24.0% | -23.3% |
| 6M | -18.4% | +23.2% | -41.6% | -23.3% |
| YTD | -16.9% | +30.0% | -46.9% | -23.2% |
| 1Y | -17.6% | +39.6% | -57.2% | -25.4% |
| 3Y | -20.0% | +115.2% | -135.2% | -35.8% |
| 5Y | +16.0% | +156.2% | -140.2% | -12.3% |
| 10Y | -76.7% | +398.0% | -474.7% | -84.6% |
| All | -1.1% | +3,771.7% | -3,772.7% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling