-19.4%
PCG vs AR
+20.9%
-40.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | 0.0% | -11.7% | +11.7% | +1.1% |
| 30D | +5.8% | +1.8% | +4.0% | +5.5% |
| 3M | -22.8% | +6.0% | -28.7% | -23.4% |
| 6M | -18.4% | -7.0% | -11.4% | -18.1% |
| YTD | -16.9% | +5.6% | -22.4% | -18.0% |
| 1Y | -17.6% | +10.8% | -28.4% | -19.3% |
| All | -19.4% | +20.9% | -40.3% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling