-14.3%
PCG vs NXT
+208.8%
-223.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | -0.8% |
| 7D | -2.0% | -6.0% | +4.0% | -1.8% |
| 30D | -2.7% | +5.4% | -8.1% | -3.0% |
| 3M | -25.1% | -9.7% | -15.4% | -25.1% |
| 6M | -22.3% | -25.3% | +3.0% | -22.2% |
| YTD | -18.5% | +7.5% | -25.9% | -19.4% |
| 1Y | -21.8% | -3.0% | -18.8% | -22.5% |
| 3Y | -21.0% | +171.4% | -192.4% | -25.3% |
| All | -14.3% | +208.8% | -223.1% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling