-16.9%
PCG vs PGR
+75.0%
-91.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -20.6% | +4.9% | -25.5% | -21.3% |
| 3M | -17.6% | +7.6% | -25.2% | -19.1% |
| 6M | -23.5% | +8.3% | -31.7% | -25.1% |
| YTD | -13.6% | +1.7% | -15.4% | -14.3% |
| 1Y | -11.3% | -6.8% | -4.5% | -10.4% |
| 3Y | -16.9% | +73.4% | -90.4% | -25.4% |
| All | -16.9% | +75.0% | -91.9% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling