-76.0%
PCG vs M
-2.2%
-73.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.1% | +2.1% |
| 7D | -13.9% | +4.7% | -18.6% | -14.4% |
| 30D | -16.9% | -9.6% | -7.2% | -15.7% |
| 3M | -14.7% | +0.9% | -15.6% | -15.0% |
| 6M | -23.8% | +22.3% | -46.1% | -26.3% |
| YTD | -10.5% | +6.5% | -17.0% | -11.9% |
| 1Y | -5.1% | +38.8% | -43.9% | -10.4% |
| 3Y | -11.6% | +115.9% | -127.5% | -24.6% |
| 5Y | +59.0% | +28.6% | +30.4% | +39.1% |
| All | -76.0% | -2.2% | -73.8% | -81.9% |
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