+29.6%
PCG vs M
+396.5%
-366.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.2% |
| YTD | -10.5% | +6.5% | -17.0% | -11.9% |
| 1Y | -5.1% | +38.8% | -43.9% | -10.2% |
| 3Y | -11.6% | +115.9% | -127.5% | -23.8% |
| 5Y | +59.0% | +28.6% | +30.4% | +40.7% |
| 10Y | -75.7% | -2.5% | -73.2% | -80.0% |
| All | +29.6% | +396.5% | -366.9% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling