+53.3%
PCG vs NTR
+45.0%
+8.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.9% |
| 7D | +0.5% | -2.5% | +3.0% | +0.7% |
| 30D | -18.9% | +17.0% | -35.9% | -20.1% |
| 3M | -15.8% | +22.2% | -38.0% | -17.5% |
| 6M | -22.6% | +5.2% | -27.7% | -23.1% |
| YTD | -12.2% | +29.7% | -41.9% | -14.9% |
| 1Y | -7.1% | +39.4% | -46.5% | -10.8% |
| 3Y | -15.8% | +38.2% | -54.0% | -19.8% |
| 5Y | +53.3% | +47.6% | +5.7% | +39.6% |
| All | +53.3% | +45.0% | +8.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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