+16.0%
PCG vs AR
+75.2%
-59.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.9% |
| 7D | 0.0% | -11.7% | +11.7% | +1.6% |
| 30D | +5.8% | +1.8% | +4.0% | +5.5% |
| 3M | -22.8% | +6.0% | -28.7% | -23.6% |
| 6M | -18.4% | -7.0% | -11.4% | -18.0% |
| YTD | -16.9% | +5.6% | -22.4% | -18.3% |
| 1Y | -17.6% | +10.8% | -28.4% | -19.7% |
| 3Y | -20.0% | +19.3% | -39.3% | -24.6% |
| 5Y | +16.0% | +73.3% | -57.3% | +8.8% |
| All | +16.0% | +75.2% | -59.1% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling