-76.3%
PCG vs PGR
+825.1%
-901.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -20.6% | +4.9% | -25.5% | -22.2% |
| 3M | -17.6% | +7.6% | -25.2% | -20.6% |
| 6M | -23.5% | +8.3% | -31.7% | -26.7% |
| YTD | -13.6% | +1.7% | -15.4% | -15.3% |
| 1Y | -11.3% | -6.8% | -4.5% | -10.1% |
| 3Y | -16.9% | +73.4% | -90.4% | -37.9% |
| 5Y | +50.8% | +161.2% | -110.4% | -13.1% |
| All | -76.3% | +825.1% | -901.4% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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