-67.3%
PCG vs NTR
+100.5%
-167.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | -13.9% | +8.1% | -22.0% | -15.8% |
| 30D | -16.9% | +18.8% | -35.6% | -20.8% |
| 3M | -14.7% | +16.2% | -31.0% | -18.5% |
| 6M | -23.8% | +9.8% | -33.6% | -26.6% |
| YTD | -10.5% | +30.9% | -41.4% | -18.3% |
| 1Y | -5.1% | +41.8% | -46.9% | -15.8% |
| 3Y | -11.6% | +35.8% | -47.4% | -22.2% |
| 5Y | +59.0% | +51.0% | +8.0% | +19.1% |
| All | -67.3% | +100.5% | -167.8% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling