+16.0%
PCG vs P
+237.3%
-221.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.4% | +15.1% | -0.6% |
| 7D | 0.0% | -31.9% | +31.9% | +1.6% |
| 30D | +5.8% | -36.5% | +42.4% | +7.7% |
| 3M | -22.8% | +11.6% | -34.3% | -23.2% |
| 6M | -18.4% | +25.2% | -43.6% | -19.5% |
| YTD | -16.9% | +39.4% | -56.3% | -18.7% |
| 1Y | -17.6% | -3.7% | -13.9% | -18.1% |
| 3Y | -20.0% | +167.3% | -187.3% | -28.4% |
| 5Y | +16.0% | +237.3% | -221.3% | -2.8% |
| All | +16.0% | +237.3% | -221.3% | -2.8% |
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