+14.1%
PCG vs ALM
+396.4%
-382.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.0% |
| 7D | -1.6% | -6.7% | +5.1% | -1.4% |
| 30D | +1.4% | -32.9% | +34.3% | +2.7% |
| 3M | -23.4% | -39.5% | +16.1% | -22.2% |
| 6M | -19.4% | -62.0% | +42.6% | -17.3% |
| YTD | -18.5% | -7.8% | -10.7% | -19.1% |
| 1Y | -19.5% | +26.7% | -46.2% | -21.1% |
| 3Y | -21.0% | +825.4% | -846.3% | -31.2% |
| All | +14.1% | +396.4% | -382.3% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling