-65.3%
PCG vs ALM
+3,525.2%
-3,590.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.2% | -7.2% | +4.9% | -2.2% |
| 30D | -0.5% | -26.4% | +25.9% | -0.3% |
| 3M | -24.0% | -38.6% | +14.6% | -23.8% |
| 6M | -18.6% | -61.0% | +42.4% | -18.4% |
| YTD | -17.7% | -7.4% | -10.3% | -17.7% |
| 1Y | -20.0% | +14.0% | -34.0% | -20.2% |
| 3Y | -20.2% | +844.4% | -864.7% | -21.2% |
| 5Y | +8.4% | +410.8% | -402.4% | +7.1% |
| 10Y | -76.4% | +2,084.7% | -2,161.1% | -76.8% |
| All | -65.3% | +3,525.2% | -3,590.5% | -66.3% |
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