+91.1%
PCG vs APA
+835.7%
-744.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | 0.0% | -15.6% | +15.6% | +2.5% |
| 30D | +5.8% | -0.9% | +6.7% | +5.8% |
| 3M | -22.8% | +26.1% | -48.8% | -26.0% |
| 6M | -18.4% | +6.1% | -24.5% | -20.0% |
| YTD | -16.9% | +82.8% | -99.7% | -25.8% |
| 1Y | -17.6% | +106.5% | -124.1% | -28.1% |
| 3Y | -20.0% | +21.9% | -41.9% | -26.3% |
| 5Y | +16.0% | +69.7% | -53.6% | -1.7% |
| 10Y | -76.7% | 0.0% | -76.7% | -82.1% |
| All | +91.1% | +835.7% | -744.6% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling