+49.1%
PCG vs O
+5,387.7%
-5,338.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -13.9% | -0.7% | -13.1% | -13.6% |
| 30D | -16.9% | -1.9% | -15.0% | -16.3% |
| 3M | -14.7% | +3.8% | -18.6% | -15.7% |
| 6M | -23.8% | -4.7% | -19.1% | -22.6% |
| YTD | -10.5% | +12.5% | -23.0% | -13.6% |
| 1Y | -5.1% | +10.8% | -15.9% | -8.1% |
| 3Y | -11.6% | +28.8% | -40.4% | -18.6% |
| 5Y | +59.0% | +13.2% | +45.8% | +52.0% |
| 10Y | -75.7% | +53.5% | -129.2% | -78.9% |
| All | +49.1% | +5,387.7% | -5,338.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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