-19.5%
PCG vs NXT
-5.9%
-13.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.1% |
| 7D | -1.6% | +32.2% | -33.8% | -2.5% |
| 30D | +1.4% | +21.9% | -20.5% | +0.7% |
| 3M | -23.4% | +6.6% | -30.0% | -24.1% |
| 6M | -19.4% | -16.8% | -2.6% | -20.3% |
| YTD | -18.5% | +20.4% | -38.9% | -19.1% |
| 1Y | -19.5% | -1.5% | -18.0% | -20.6% |
| All | -19.5% | -5.9% | -13.7% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling