-18.3%
PCG vs NI
+102.7%
-121.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.8% |
| 7D | +2.2% | +4.3% | -2.1% | -0.8% |
| 30D | +0.8% | +12.4% | -11.6% | -7.2% |
| 3M | -23.8% | +10.2% | -34.0% | -28.9% |
| 6M | -19.6% | -0.8% | -18.8% | -19.3% |
| YTD | -16.7% | +13.2% | -30.0% | -23.8% |
| 1Y | -19.4% | +10.1% | -29.4% | -24.8% |
| 3Y | -18.3% | +103.1% | -121.4% | -53.9% |
| All | -18.3% | +102.7% | -121.0% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling