-4.2%
PCG vs NI
+6.3%
-10.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.9% |
| 7D | +6.5% | +1.3% | +5.2% | +5.6% |
| 30D | -16.7% | -0.3% | -16.5% | -16.5% |
| 3M | -14.2% | -9.5% | -4.7% | -7.9% |
| 6M | -21.5% | -10.2% | -11.2% | -15.1% |
| YTD | -11.2% | +1.8% | -13.0% | -11.9% |
| 1Y | -4.2% | +5.7% | -9.9% | -5.3% |
| All | -4.2% | +6.3% | -10.5% | -5.3% |
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