+53.3%
PCG vs NTRS
+88.8%
-35.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -18.9% | +0.2% | -19.1% | -19.0% |
| 3M | -15.8% | +13.2% | -29.1% | -19.1% |
| 6M | -22.6% | +36.9% | -59.5% | -30.1% |
| YTD | -12.2% | +39.1% | -51.3% | -21.5% |
| 1Y | -7.1% | +50.4% | -57.5% | -19.3% |
| 3Y | -15.8% | +166.8% | -182.6% | -41.3% |
| 5Y | +53.3% | +92.9% | -39.5% | +21.6% |
| All | +53.3% | +88.8% | -35.4% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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