-77.6%
PCG vs ALM
+2,022.9%
-2,100.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -1.6% | -6.7% | +5.1% | -1.3% |
| 30D | +1.4% | -32.9% | +34.3% | +3.1% |
| 3M | -23.4% | -39.5% | +16.1% | -21.9% |
| 6M | -19.4% | -62.0% | +42.6% | -16.6% |
| YTD | -18.5% | -7.8% | -10.7% | -19.5% |
| 1Y | -19.5% | +26.7% | -46.2% | -21.9% |
| 3Y | -21.0% | +825.4% | -846.3% | -33.0% |
| 5Y | +13.7% | +401.2% | -387.5% | -2.4% |
| All | -77.6% | +2,022.9% | -2,100.5% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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