-65.0%
PCG vs ALM
+3,431.9%
-3,496.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | -1.2% |
| 7D | 0.0% | -14.5% | +14.5% | +0.1% |
| 30D | +5.8% | -39.0% | +44.9% | +6.0% |
| 3M | -22.8% | -40.3% | +17.5% | -22.6% |
| 6M | -18.4% | -60.3% | +41.9% | -18.2% |
| YTD | -16.9% | -9.8% | -7.1% | -16.9% |
| 1Y | -17.6% | +30.8% | -48.4% | -17.8% |
| 3Y | -20.0% | +772.4% | -792.4% | -20.9% |
| 5Y | +16.0% | +390.7% | -374.7% | +14.7% |
| 10Y | -76.7% | +2,028.5% | -2,105.2% | -77.1% |
| All | -65.0% | +3,431.9% | -3,496.9% | -65.9% |
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 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