-5.1%
PCG vs AS
-21.9%
+16.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.1% | +2.1% |
| 7D | -13.9% | -4.9% | -9.0% | -13.5% |
| 30D | -16.9% | -19.6% | +2.7% | -15.2% |
| 3M | -14.7% | -14.4% | -0.4% | -13.8% |
| 6M | -23.8% | -20.1% | -3.7% | -23.0% |
| YTD | -10.5% | -20.9% | +10.4% | -9.7% |
| 1Y | -5.1% | -21.9% | +16.7% | -1.1% |
| All | -5.1% | -21.9% | +16.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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