-19.4%
PCG vs APA
+37.8%
-57.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.5% | -5.5% | +5.1% | -0.2% |
| 30D | +0.8% | -1.2% | +1.9% | +0.7% |
| 3M | -22.0% | +10.6% | -32.6% | -22.7% |
| 6M | -17.1% | +28.4% | -45.5% | -18.9% |
| YTD | -16.9% | +89.7% | -106.6% | -22.6% |
| 1Y | -19.1% | +90.6% | -109.7% | -24.8% |
| 3Y | -19.4% | +36.9% | -56.3% | -23.9% |
| All | -19.4% | +37.8% | -57.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling