-76.4%
PCG vs NI
+191.1%
-267.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | -2.2% | +0.6% | -2.8% | -2.7% |
| 30D | -0.5% | +11.2% | -11.7% | -8.2% |
| 3M | -24.0% | +9.2% | -33.1% | -28.9% |
| 6M | -18.6% | -1.8% | -16.8% | -17.7% |
| YTD | -17.7% | +12.0% | -29.7% | -24.7% |
| 1Y | -20.0% | +6.4% | -26.5% | -24.0% |
| 3Y | -20.2% | +99.4% | -119.6% | -53.6% |
| 5Y | +8.4% | +113.1% | -104.7% | -41.7% |
| 10Y | -76.4% | +192.3% | -268.7% | -89.6% |
| All | -76.4% | +191.1% | -267.4% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling