-76.5%
PCG vs AMT
+134.2%
-210.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | -2.2% | +0.2% | -1.0% |
| 30D | -2.7% | +5.8% | -8.5% | -5.4% |
| 3M | -25.1% | +12.6% | -37.6% | -29.3% |
| 6M | -22.3% | +8.3% | -30.6% | -25.9% |
| YTD | -18.5% | +11.4% | -29.9% | -23.5% |
| 1Y | -21.8% | +7.7% | -29.6% | -25.6% |
| 3Y | -21.0% | +14.8% | -35.8% | -29.5% |
| 5Y | +8.1% | -18.0% | +26.0% | +12.3% |
| All | -76.5% | +134.2% | -210.7% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling