-19.4%
PCG vs AU
+653.8%
-673.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -2.2% | +4.7% | -6.9% | -2.6% |
| 30D | -0.5% | -1.5% | +1.1% | -0.4% |
| 3M | -24.0% | -5.0% | -19.0% | -23.8% |
| 6M | -18.6% | -13.5% | -5.1% | -18.2% |
| YTD | -17.7% | +11.7% | -29.4% | -19.3% |
| 1Y | -20.0% | +21.3% | -41.3% | -22.2% |
| 3Y | -20.2% | +545.0% | -565.2% | -32.8% |
| 5Y | +8.4% | +412.0% | -403.6% | -8.5% |
| 10Y | -76.4% | +899.1% | -975.5% | -81.4% |
| All | -19.4% | +653.8% | -673.1% | -34.5% |
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 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