-12.3%
PCG vs AU
+793.6%
-806.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +2.6% |
| 7D | -13.9% | -3.6% | -10.2% | -13.6% |
| 30D | -16.9% | +23.9% | -40.7% | -18.3% |
| 3M | -14.7% | +19.1% | -33.8% | -16.1% |
| 6M | -23.8% | -0.2% | -23.7% | -24.3% |
| YTD | -10.5% | +32.5% | -43.0% | -13.3% |
| 1Y | -5.1% | +96.9% | -102.1% | -11.1% |
| 3Y | -11.6% | +614.7% | -626.3% | -26.1% |
| 5Y | +59.0% | +647.7% | -588.7% | +30.8% |
| 10Y | -75.7% | +679.2% | -754.9% | -80.7% |
| All | -12.3% | +793.6% | -806.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling