+113.2%
PCG vs NTRS
+7,620.4%
-7,507.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +3.9% |
| 7D | +5.4% | +1.7% | +3.7% | +5.0% |
| 30D | -15.1% | +0.1% | -15.3% | -15.2% |
| 3M | -9.8% | +9.8% | -19.7% | -12.0% |
| 6M | -18.0% | +34.7% | -52.7% | -24.0% |
| YTD | -7.2% | +37.4% | -44.6% | -14.6% |
| 1Y | +2.9% | +48.2% | -45.3% | -7.2% |
| 3Y | -11.1% | +163.5% | -174.6% | -31.0% |
| 5Y | +61.8% | +88.2% | -26.4% | +34.3% |
| 10Y | -75.2% | +246.8% | -322.0% | -82.4% |
| All | +113.2% | +7,620.4% | -7,507.2% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling