-18.4%
PCG vs APD
+4.3%
-22.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.4% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | +5.8% | +10.1% | -4.3% | +6.7% |
| 3M | -22.8% | +4.9% | -27.6% | -23.2% |
| 6M | -18.4% | +2.5% | -20.9% | -15.5% |
| All | -18.4% | +4.3% | -22.7% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling