-21.0%
PCG vs APD
+11.7%
-32.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -1.6% | -3.7% | +2.1% | -0.9% |
| 30D | +1.4% | +9.6% | -8.2% | -0.2% |
| 3M | -23.4% | +1.6% | -25.0% | -23.8% |
| 6M | -19.4% | +2.2% | -21.5% | -19.9% |
| YTD | -18.5% | +25.9% | -44.4% | -22.7% |
| 1Y | -19.5% | +20.1% | -39.7% | -23.0% |
| 3Y | -21.0% | +12.4% | -33.4% | -24.6% |
| All | -21.0% | +11.7% | -32.7% | -24.6% |
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