-13.4%
PCG vs NXT
+231.9%
-245.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -2.2% | -5.7% | +3.5% | -2.1% |
| 30D | -0.5% | +18.5% | -19.0% | -1.1% |
| 3M | -24.0% | -4.1% | -19.9% | -24.1% |
| 6M | -18.6% | -20.3% | +1.7% | -18.6% |
| YTD | -17.7% | +15.5% | -33.1% | -18.8% |
| 1Y | -20.0% | -5.0% | -15.1% | -20.7% |
| 3Y | -20.2% | +191.6% | -211.9% | -24.7% |
| All | -13.4% | +231.9% | -245.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling