-75.2%
PCG vs APD
+161.1%
-236.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.1% |
| 7D | +5.4% | -2.5% | +7.9% | +6.4% |
| 30D | -15.1% | -1.9% | -13.2% | -14.7% |
| 3M | -9.8% | +8.2% | -18.0% | -13.7% |
| 6M | -18.0% | +10.7% | -28.8% | -22.5% |
| YTD | -7.2% | +22.9% | -30.2% | -16.7% |
| 1Y | +2.9% | +5.8% | -2.9% | -1.5% |
| 3Y | -11.1% | +7.8% | -18.9% | -18.7% |
| 5Y | +61.8% | +26.1% | +35.7% | +31.5% |
| 10Y | -75.2% | +163.7% | -238.9% | -86.4% |
| All | -75.2% | +161.1% | -236.3% | -86.4% |
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