+12.0%
PCG vs PAAS
+1,235.6%
-1,223.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | -13.9% | -2.9% | -11.0% | -13.7% |
| 30D | -16.9% | +6.8% | -23.7% | -17.3% |
| 3M | -14.7% | -2.9% | -11.8% | -14.8% |
| 6M | -23.8% | -16.4% | -7.4% | -23.3% |
| YTD | -10.5% | 0.0% | -10.5% | -11.2% |
| 1Y | -5.1% | +54.3% | -59.4% | -8.8% |
| 3Y | -11.6% | +230.7% | -242.3% | -20.3% |
| 5Y | +59.0% | +111.6% | -52.6% | +46.0% |
| 10Y | -75.7% | +211.7% | -287.4% | -78.7% |
| All | +12.0% | +1,235.6% | -1,223.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling