-17.2%
PCG vs AMT
+1,473.8%
-1,491.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | 0.0% | +4.4% | -4.4% | -0.6% |
| 30D | +5.8% | +17.7% | -11.9% | +3.4% |
| 3M | -22.8% | +16.7% | -39.4% | -24.4% |
| 6M | -18.4% | +11.1% | -29.6% | -19.8% |
| YTD | -16.9% | +13.9% | -30.7% | -18.5% |
| 1Y | -17.6% | +12.5% | -30.1% | -19.2% |
| 3Y | -20.0% | +13.2% | -33.1% | -21.8% |
| 5Y | +16.0% | -17.9% | +33.9% | +17.4% |
| 10Y | -76.7% | +122.8% | -199.5% | -78.6% |
| All | -17.2% | +1,473.8% | -1,491.0% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling