+35.8%
PCG vs O
+5,241.4%
-5,205.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -1.6% | +3.7% | -5.3% | -2.7% |
| 30D | +1.4% | +11.2% | -9.8% | -2.0% |
| 3M | -23.4% | -4.0% | -19.4% | -22.4% |
| 6M | -19.4% | -5.2% | -14.1% | -18.0% |
| YTD | -18.5% | +9.5% | -28.0% | -20.7% |
| 1Y | -19.5% | +10.6% | -30.1% | -22.0% |
| 3Y | -21.0% | +38.1% | -59.1% | -28.7% |
| 5Y | +13.7% | +10.2% | +3.5% | +9.7% |
| 10Y | -77.2% | +71.4% | -148.6% | -80.6% |
| All | +35.8% | +5,241.4% | -5,205.5% | -37.6% |
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