-15.9%
PCG vs AMDL
+20.7%
-36.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -34.9% | +33.6% | -0.9% |
| 7D | 0.0% | -52.7% | +52.7% | +0.7% |
| 30D | +5.8% | -65.3% | +71.2% | +6.9% |
| 3M | -22.8% | -40.8% | +18.1% | -22.5% |
| 6M | -18.4% | -12.9% | -5.5% | -19.2% |
| YTD | -16.9% | +98.0% | -114.9% | -19.8% |
| 1Y | -17.6% | +30.1% | -47.8% | -19.6% |
| All | -15.9% | +20.7% | -36.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling