+87.3%
PCG vs NOC
+16,780.9%
-16,693.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -1.6% | -5.8% | +4.2% | -0.4% |
| 30D | +1.4% | +10.9% | -9.5% | -0.9% |
| 3M | -23.4% | -7.1% | -16.3% | -22.4% |
| 6M | -19.4% | -5.3% | -14.0% | -18.8% |
| YTD | -18.5% | -6.8% | -11.7% | -17.9% |
| 1Y | -19.5% | -6.7% | -12.8% | -19.0% |
| 3Y | -21.0% | +17.2% | -38.2% | -25.1% |
| 5Y | +13.7% | +56.3% | -42.5% | +0.1% |
| 10Y | -77.2% | +173.7% | -250.9% | -82.2% |
| All | +87.3% | +16,780.9% | -16,693.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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