+61.8%
PCG vs NI
+100.2%
-38.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.8% |
| 7D | +5.4% | +2.3% | +3.1% | +3.9% |
| 30D | -15.1% | -1.7% | -13.5% | -14.2% |
| 3M | -9.8% | -8.0% | -1.8% | -4.9% |
| 6M | -18.0% | -8.6% | -9.4% | -13.1% |
| YTD | -7.2% | +2.3% | -9.6% | -8.7% |
| 1Y | +2.9% | +6.9% | -4.1% | -1.7% |
| 3Y | -11.1% | +70.6% | -81.6% | -37.9% |
| 5Y | +61.8% | +96.4% | -34.6% | -2.7% |
| All | +61.8% | +100.2% | -38.4% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling