-19.4%
PCG vs APD
+13.4%
-32.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.7% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +5.8% | +10.1% | -4.3% | +4.0% |
| 3M | -22.8% | +4.9% | -27.6% | -23.6% |
| 6M | -18.4% | +2.5% | -20.9% | -18.9% |
| YTD | -16.9% | +27.8% | -44.6% | -21.3% |
| 1Y | -17.6% | +32.9% | -50.5% | -22.9% |
| All | -19.4% | +13.4% | -32.8% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling