-77.6%
PCG vs M
-4.2%
-73.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.1% |
| 30D | +1.4% | +1.3% | +0.1% | +1.1% |
| 3M | -23.4% | -7.4% | -16.0% | -22.8% |
| 6M | -19.4% | +18.3% | -37.7% | -21.8% |
| YTD | -18.5% | +7.6% | -26.1% | -20.1% |
| 1Y | -19.5% | +17.4% | -36.9% | -22.3% |
| 3Y | -21.0% | +108.4% | -129.3% | -32.3% |
| 5Y | +13.7% | -10.6% | +24.4% | +6.0% |
| All | -77.6% | -4.2% | -73.5% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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