-76.5%
PCG vs APD
+191.6%
-268.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.0% | +2.2% | -4.1% | -2.9% |
| 30D | -2.7% | +9.4% | -12.1% | -6.5% |
| 3M | -25.1% | +4.7% | -29.7% | -26.8% |
| 6M | -22.3% | +5.5% | -27.8% | -24.7% |
| YTD | -18.5% | +31.4% | -49.9% | -29.0% |
| 1Y | -21.8% | +24.1% | -45.9% | -30.3% |
| 3Y | -21.0% | +28.8% | -49.8% | -33.5% |
| 5Y | +8.1% | +15.8% | -7.7% | -6.6% |
| All | -76.5% | +191.6% | -268.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling