-5.1%
PCG vs AU
+100.5%
-105.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +2.6% |
| 7D | -13.9% | -3.6% | -10.2% | -13.7% |
| 30D | -16.9% | +23.9% | -40.7% | -17.7% |
| 3M | -14.7% | +19.1% | -33.8% | -15.6% |
| 6M | -23.8% | -0.2% | -23.7% | -24.2% |
| YTD | -10.5% | +32.5% | -43.0% | -12.5% |
| 1Y | -5.1% | +96.9% | -102.1% | -11.5% |
| All | -5.1% | +100.5% | -105.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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