-76.0%
PCG vs ALM
+2,100.8%
-2,176.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.6% | +1.8% |
| 7D | +2.2% | +1.2% | +0.9% | +2.1% |
| 30D | +0.8% | -19.3% | +20.1% | +1.6% |
| 3M | -23.8% | -40.6% | +16.9% | -22.2% |
| 6M | -19.6% | -57.9% | +38.3% | -17.2% |
| YTD | -16.7% | -6.7% | -10.0% | -17.9% |
| 1Y | -19.4% | +20.2% | -39.6% | -21.6% |
| 3Y | -18.3% | +879.4% | -897.8% | -31.1% |
| 5Y | +10.4% | +415.3% | -404.9% | -5.5% |
| All | -76.0% | +2,100.8% | -2,176.8% | -80.9% |
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