+54.5%
PCG vs APD
+27.6%
+26.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -13.9% | -2.2% | -11.6% | -13.4% |
| 30D | -16.9% | +2.1% | -19.0% | -17.5% |
| 3M | -14.7% | +7.2% | -21.9% | -16.8% |
| 6M | -23.8% | +11.2% | -35.1% | -26.6% |
| YTD | -10.5% | +24.4% | -34.9% | -16.9% |
| 1Y | -5.1% | +6.7% | -11.8% | -7.8% |
| 3Y | -11.6% | +9.2% | -20.8% | -16.3% |
| All | +54.5% | +27.6% | +26.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling