-5.1%
PCG vs AMT
-7.7%
+2.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -13.9% | -0.2% | -13.6% | -13.8% |
| 30D | -16.9% | +4.6% | -21.5% | -18.0% |
| 3M | -14.7% | -8.4% | -6.3% | -12.4% |
| 6M | -23.8% | -6.0% | -17.8% | -22.1% |
| YTD | -10.5% | +2.1% | -12.6% | -11.6% |
| 1Y | -5.1% | -6.4% | +1.3% | -1.9% |
| All | -5.1% | -7.7% | +2.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling