-10.5%
PCG vs APA
+5.6%
-16.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.6% |
| 7D | -13.9% | +0.5% | -14.4% | -13.9% |
| 30D | -16.9% | +23.4% | -40.3% | -18.3% |
| 3M | -14.7% | +12.7% | -27.4% | -15.7% |
| 6M | -23.8% | +39.4% | -63.2% | -26.8% |
| YTD | -10.5% | +79.0% | -89.5% | -16.5% |
| 1Y | -5.1% | +88.8% | -93.9% | -12.2% |
| All | -10.5% | +5.6% | -16.1% | -12.4% |
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