+14.1%
PCG vs P
+247.4%
-233.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.1% |
| 7D | -1.6% | -23.8% | +22.2% | -0.5% |
| 30D | +1.4% | -36.6% | +38.0% | +3.2% |
| 3M | -23.4% | +10.9% | -34.3% | -23.8% |
| 6M | -19.4% | +30.0% | -49.4% | -20.6% |
| YTD | -18.5% | +44.4% | -62.9% | -20.4% |
| 1Y | -19.5% | +3.9% | -23.5% | -20.3% |
| 3Y | -21.0% | +176.6% | -197.6% | -29.4% |
| All | +14.1% | +247.4% | -233.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling