-19.6%
PCG vs M
+25.7%
-45.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.1% | -6.8% | +0.9% |
| 7D | -1.1% | +2.5% | -3.6% | -1.2% |
| 30D | +0.1% | +10.1% | -10.0% | -0.4% |
| 3M | -24.4% | -0.9% | -23.5% | -24.4% |
| 6M | -17.7% | +30.2% | -47.8% | -18.0% |
| YTD | -17.4% | +16.3% | -33.7% | -17.2% |
| All | -19.6% | +25.7% | -45.3% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling