-61.6%
PCG vs AMC
-97.4%
+35.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | +0.7% |
| 7D | +1.9% | +17.7% | -15.8% | +1.6% |
| 30D | +8.5% | +26.2% | -17.7% | +8.0% |
| 3M | -22.9% | +31.3% | -54.2% | -23.3% |
| 6M | -16.8% | +142.8% | -159.5% | -18.5% |
| YTD | -15.8% | +125.6% | -141.4% | -17.5% |
| 1Y | -16.0% | +40.2% | -56.2% | -17.0% |
| 3Y | -18.9% | -67.2% | +48.2% | -18.8% |
| 5Y | +17.4% | -99.1% | +116.5% | +22.3% |
| 10Y | -76.4% | -98.5% | +22.2% | -78.4% |
| All | -61.6% | -97.4% | +35.9% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling