+31.2%
PCG vs AUR
-36.7%
+67.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -18.9% | -8.9% | -10.0% | -18.6% |
| 3M | -15.8% | +4.6% | -20.5% | -16.2% |
| 6M | -22.6% | +44.9% | -67.4% | -24.5% |
| YTD | -12.2% | +64.8% | -77.0% | -15.1% |
| 1Y | -7.1% | +16.4% | -23.4% | -8.8% |
| 3Y | -15.8% | +85.1% | -100.9% | -22.9% |
| 5Y | +53.3% | -36.1% | +89.5% | +41.7% |
| All | +31.2% | -36.7% | +67.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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