-19.4%
PCG vs AMT
+13.5%
-32.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | 0.0% | +4.4% | -4.4% | -1.3% |
| 30D | +5.8% | +17.7% | -11.9% | +0.2% |
| 3M | -22.8% | +16.7% | -39.4% | -26.6% |
| 6M | -18.4% | +11.1% | -29.6% | -21.6% |
| YTD | -16.9% | +13.9% | -30.7% | -20.8% |
| 1Y | -17.6% | +12.5% | -30.1% | -21.3% |
| All | -19.4% | +13.5% | -32.9% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling