-21.8%
PCG vs AUR
+1.4%
-23.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -1.0% |
| 7D | -2.0% | +7.9% | -9.9% | -1.9% |
| 30D | -2.7% | -18.5% | +15.8% | -2.7% |
| 3M | -25.1% | -36.7% | +11.6% | -25.2% |
| 6M | -22.3% | -39.8% | +17.5% | -22.3% |
| YTD | -18.5% | +13.3% | -31.8% | -18.8% |
| 1Y | -21.8% | +2.8% | -24.7% | -22.6% |
| All | -21.8% | +1.4% | -23.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling