-75.9%
PCG vs AU
+694.8%
-770.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.7% |
| 7D | +0.5% | -7.0% | +7.5% | +1.3% |
| 30D | -18.9% | +7.3% | -26.2% | -19.6% |
| 3M | -15.8% | +33.2% | -49.1% | -18.8% |
| 6M | -22.6% | -0.6% | -21.9% | -23.2% |
| YTD | -12.2% | +26.2% | -38.3% | -15.8% |
| 1Y | -7.1% | +68.3% | -75.3% | -14.2% |
| 3Y | -15.8% | +592.1% | -607.9% | -36.5% |
| 5Y | +53.3% | +685.3% | -631.9% | +10.9% |
| All | -75.9% | +694.8% | -770.7% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling