-21.1%
PCG vs AS
+133.7%
-154.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | 0.0% | +7.1% | -7.1% | -0.6% |
| 30D | +5.8% | +12.8% | -7.0% | +4.7% |
| 3M | -22.8% | -14.7% | -8.0% | -21.9% |
| 6M | -18.4% | -9.9% | -8.5% | -18.0% |
| YTD | -16.9% | -16.1% | -0.7% | -16.2% |
| 1Y | -17.6% | +0.2% | -17.8% | -18.3% |
| All | -21.1% | +133.7% | -154.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling