-76.0%
PCG vs AR
+52.0%
-128.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -13.9% | +2.5% | -16.4% | -14.1% |
| 30D | -16.9% | +14.8% | -31.7% | -18.4% |
| 3M | -14.7% | +6.2% | -21.0% | -15.5% |
| 6M | -23.8% | +4.3% | -28.1% | -24.6% |
| YTD | -10.5% | +14.4% | -24.9% | -12.7% |
| 1Y | -5.1% | +21.3% | -26.4% | -8.5% |
| 3Y | -11.6% | +39.8% | -51.4% | -18.2% |
| 5Y | +59.0% | +142.1% | -83.1% | +32.4% |
| All | -76.0% | +52.0% | -128.0% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling