+14.1%
PCG vs AR
+71.8%
-57.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | -1.6% | -14.3% | +12.7% | +0.3% |
| 30D | +1.4% | +1.4% | 0.0% | +1.1% |
| 3M | -23.4% | +3.4% | -26.8% | -23.9% |
| 6M | -19.4% | -2.1% | -17.3% | -19.5% |
| YTD | -18.5% | +4.7% | -23.2% | -19.8% |
| 1Y | -19.5% | +10.6% | -30.1% | -21.6% |
| 3Y | -21.0% | +24.6% | -45.6% | -26.0% |
| All | +14.1% | +71.8% | -57.7% | +6.2% |
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