+91.1%
PCG vs APD
+6,285.2%
-6,194.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +5.8% | +10.1% | -4.3% | +2.9% |
| 3M | -22.8% | +4.9% | -27.6% | -24.0% |
| 6M | -18.4% | +2.5% | -20.9% | -19.4% |
| YTD | -16.9% | +27.8% | -44.6% | -23.2% |
| 1Y | -17.6% | +32.9% | -50.5% | -25.0% |
| 3Y | -20.0% | +13.4% | -33.3% | -25.2% |
| 5Y | +16.0% | +12.8% | +3.2% | +7.6% |
| 10Y | -76.7% | +194.6% | -271.3% | -83.3% |
| All | +91.1% | +6,285.2% | -6,194.1% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling