-59.2%
PCG vs AMC
-98.1%
+38.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.4% |
| 7D | -13.9% | +2.3% | -16.2% | -13.9% |
| 30D | -16.9% | -0.7% | -16.1% | -16.9% |
| 3M | -14.7% | +35.2% | -49.9% | -15.4% |
| 6M | -23.8% | +124.6% | -148.4% | -25.3% |
| YTD | -10.5% | +69.9% | -80.4% | -11.9% |
| 1Y | -5.1% | -2.6% | -2.5% | -5.6% |
| 3Y | -11.6% | -79.8% | +68.2% | -10.9% |
| 5Y | +59.0% | -99.4% | +158.4% | +66.7% |
| 10Y | -75.7% | -98.9% | +23.1% | -77.7% |
| All | -59.2% | -98.1% | +38.9% | -63.1% |
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