-75.3%
PCG vs NI
+136.8%
-212.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.8% |
| 7D | +6.5% | +1.3% | +5.2% | +5.5% |
| 30D | -16.7% | -0.3% | -16.5% | -16.6% |
| 3M | -14.2% | -9.5% | -4.7% | -7.8% |
| 6M | -21.5% | -10.2% | -11.2% | -15.0% |
| YTD | -11.2% | +1.8% | -13.0% | -12.6% |
| 1Y | -4.2% | +5.7% | -9.9% | -8.5% |
| 3Y | -14.9% | +69.6% | -84.5% | -44.0% |
| 5Y | +54.2% | +95.8% | -41.5% | -11.3% |
| 10Y | -75.3% | +145.1% | -220.4% | -87.5% |
| All | -75.3% | +136.8% | -212.1% | -87.5% |
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