-16.8%
PCG vs AMC
+141.1%
-157.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | +0.9% |
| 7D | +1.9% | +17.7% | -15.8% | +2.2% |
| 30D | +8.5% | +26.2% | -17.7% | +9.0% |
| 3M | -22.9% | +31.3% | -54.2% | -22.5% |
| 6M | -16.8% | +142.8% | -159.5% | -13.8% |
| All | -16.8% | +141.1% | -157.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 6mo: compounded portfolio wealth divided by compounded AMC 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…
6mo analysis · Full analysis span regression · 6 months rolling