-5.1%
PCG vs AR
+22.7%
-27.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -13.9% | +2.5% | -16.4% | -14.0% |
| 30D | -16.9% | +14.8% | -31.7% | -17.5% |
| 3M | -14.7% | +6.2% | -21.0% | -15.2% |
| 6M | -23.8% | +4.3% | -28.1% | -24.5% |
| YTD | -10.5% | +14.4% | -24.9% | -12.1% |
| 1Y | -5.1% | +21.3% | -26.4% | -7.3% |
| All | -5.1% | +22.7% | -27.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling