+33.7%
PCG vs AUR
-36.6%
+70.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | +8.7% | -22.6% | -14.2% |
| 30D | -16.9% | -5.2% | -11.6% | -16.7% |
| 3M | -14.7% | -7.3% | -7.4% | -14.7% |
| 6M | -23.8% | +41.2% | -65.0% | -25.6% |
| YTD | -10.5% | +65.1% | -75.6% | -13.5% |
| 1Y | -5.1% | +13.4% | -18.5% | -6.7% |
| 3Y | -11.6% | +98.1% | -109.7% | -19.4% |
| 5Y | +59.0% | -36.0% | +95.0% | +47.0% |
| All | +33.7% | -36.6% | +70.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling