-76.2%
PCG vs P
+691.2%
-767.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.5% | -13.3% | +12.9% | +1.0% |
| 30D | +0.8% | -34.0% | +34.8% | +5.3% |
| 3M | -22.0% | +4.1% | -26.1% | -23.2% |
| 6M | -17.1% | +30.5% | -47.6% | -21.4% |
| YTD | -16.9% | +52.2% | -69.0% | -23.4% |
| 1Y | -19.1% | +10.3% | -29.3% | -22.8% |
| 3Y | -19.4% | +180.9% | -200.3% | -37.7% |
| 5Y | +9.0% | +259.7% | -250.7% | -22.7% |
| 10Y | -76.2% | +652.6% | -728.8% | -86.3% |
| All | -76.2% | +691.2% | -767.3% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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