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  • PCG vs ALM✓SelectedUSD · ALMPCG vs ALM performance historyLatest closeAs of+2.44%09/04
Stock and ETF performance explorer

PCG vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-62.3%
ALM return
+7,705.7%
Excess return
-7,768.1%
Maximum drawdown
-94.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+2.4%-1.5%+3.9%+2.4%
7D-13.9%-2.6%-11.3%-13.8%
30D-16.9%+32.0%-48.9%-17.0%
3M-14.7%-15.0%+0.3%-14.7%
6M-23.8%-10.1%-13.7%-23.9%
YTD-10.5%+99.4%-109.9%-10.8%
1Y-5.1%+316.4%-321.5%-5.8%
3Y-11.6%+2,022.0%-2,033.6%-13.0%
5Y+59.0%+941.2%-882.2%+56.7%
10Y-75.7%+2,950.3%-3,026.1%-76.2%
All-62.3%+7,705.7%-7,768.1%-63.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling