+105.7%
PCG vs NI
+5,092.7%
-4,987.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.8% |
| 7D | -13.9% | +2.0% | -15.9% | -15.0% |
| 30D | -16.9% | -3.5% | -13.3% | -15.2% |
| 3M | -14.7% | -9.1% | -5.6% | -10.0% |
| 6M | -23.8% | -11.8% | -12.0% | -18.1% |
| YTD | -10.5% | +1.1% | -11.6% | -11.2% |
| 1Y | -5.1% | +6.7% | -11.8% | -8.8% |
| 3Y | -11.6% | +71.1% | -82.7% | -35.8% |
| 5Y | +59.0% | +94.3% | -35.3% | +6.4% |
| 10Y | -75.7% | +135.8% | -211.5% | -85.1% |
| All | +105.7% | +5,092.7% | -4,987.0% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling