-19.4%
PCG vs AU
+553.4%
-572.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.2% | +1.1% |
| 7D | -0.5% | +15.3% | -15.7% | -1.6% |
| 30D | +0.8% | -0.3% | +1.1% | +0.7% |
| 3M | -22.0% | -2.9% | -19.2% | -22.0% |
| 6M | -17.1% | -10.7% | -6.4% | -16.7% |
| YTD | -16.9% | +14.0% | -30.8% | -18.5% |
| 1Y | -19.1% | +32.5% | -51.6% | -21.8% |
| 3Y | -19.4% | +557.9% | -577.4% | -35.5% |
| All | -19.4% | +553.4% | -572.9% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling