-16.0%
PCG vs NI
+9.5%
-25.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.2% |
| 7D | +1.9% | +3.9% | -2.0% | -0.8% |
| 30D | +8.5% | +15.3% | -6.8% | -1.8% |
| 3M | -22.9% | +2.4% | -25.3% | -24.1% |
| 6M | -16.8% | -4.5% | -12.2% | -13.7% |
| YTD | -15.8% | +11.4% | -27.2% | -21.5% |
| 1Y | -16.0% | +8.5% | -24.5% | -20.0% |
| All | -16.0% | +9.5% | -25.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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