-62.3%
PCG vs ALM
+7,705.7%
-7,768.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 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