-20.0%
PCG vs APA
+95.1%
-115.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -0.8% |
| 7D | -2.2% | +5.1% | -7.3% | -1.9% |
| 30D | -0.5% | +0.3% | -0.7% | -0.4% |
| 3M | -24.0% | +15.6% | -39.6% | -23.4% |
| 6M | -18.6% | +28.9% | -47.5% | -17.9% |
| YTD | -17.7% | +96.6% | -114.2% | -22.8% |
| 1Y | -20.0% | +95.5% | -115.5% | -25.2% |
| All | -20.0% | +95.1% | -115.1% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling