-76.0%
PCG vs APA
+8.7%
-84.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.9% |
| 7D | +2.2% | +8.5% | -6.4% | +0.8% |
| 30D | +0.8% | +2.8% | -2.0% | +0.1% |
| 3M | -23.8% | +21.7% | -45.5% | -26.7% |
| 6M | -19.6% | +32.6% | -52.2% | -24.2% |
| YTD | -16.7% | +103.7% | -120.4% | -27.9% |
| 1Y | -19.4% | +101.8% | -121.2% | -30.2% |
| 3Y | -18.3% | +48.1% | -66.4% | -27.7% |
| 5Y | +10.4% | +91.9% | -81.5% | -10.2% |
| All | -76.0% | +8.7% | -84.7% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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