-76.5%
PCG vs M
-8.5%
-68.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | -2.7% | +7.0% | -9.7% | -3.8% |
| 3M | -25.1% | +3.1% | -28.2% | -25.6% |
| 6M | -22.3% | +33.5% | -55.8% | -25.9% |
| YTD | -18.5% | +13.4% | -31.9% | -20.7% |
| 1Y | -21.8% | +22.4% | -44.3% | -25.0% |
| 3Y | -21.0% | +150.9% | -171.9% | -34.2% |
| 5Y | +8.1% | -3.0% | +11.1% | -0.5% |
| All | -76.5% | -8.5% | -68.0% | -82.3% |
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