-19.5%
PCG vs P
-0.9%
-18.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.0% |
| 7D | -1.6% | -23.8% | +22.2% | -1.4% |
| 30D | +1.4% | -36.6% | +38.0% | +1.7% |
| 3M | -23.4% | +10.9% | -34.3% | -22.7% |
| 6M | -19.4% | +30.0% | -49.4% | -18.1% |
| YTD | -18.5% | +44.4% | -62.9% | -17.0% |
| 1Y | -19.5% | +3.9% | -23.5% | -18.1% |
| All | -19.5% | -0.9% | -18.7% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling