+87.3%
PCG vs APA
+860.5%
-773.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | -1.6% | -15.5% | +13.9% | +0.8% |
| 30D | +1.4% | +2.4% | -1.0% | +0.8% |
| 3M | -23.4% | +22.8% | -46.2% | -26.3% |
| 6M | -19.4% | +17.9% | -37.3% | -22.2% |
| YTD | -18.5% | +87.7% | -106.2% | -27.6% |
| 1Y | -19.5% | +94.2% | -113.7% | -29.0% |
| 3Y | -21.0% | +27.2% | -48.2% | -27.7% |
| 5Y | +13.7% | +74.1% | -60.4% | -4.0% |
| 10Y | -77.2% | +2.6% | -79.8% | -82.5% |
| All | +87.3% | +860.5% | -773.1% | +8.2% |
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 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