-76.0%
PCG vs P
+732.0%
-808.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.3% |
| 7D | -13.9% | +6.5% | -20.4% | -14.5% |
| 30D | -16.9% | +18.8% | -35.7% | -18.7% |
| 3M | -14.7% | +26.7% | -41.5% | -17.8% |
| 6M | -23.8% | +62.2% | -86.0% | -29.3% |
| YTD | -10.5% | +48.5% | -59.0% | -16.5% |
| 1Y | -5.1% | +26.4% | -31.5% | -10.7% |
| 3Y | -11.6% | +159.4% | -171.0% | -30.0% |
| 5Y | +59.0% | +275.8% | -216.8% | +13.0% |
| All | -76.0% | +732.0% | -808.0% | -86.1% |
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