+16.0%
PCG vs PL
+11.6%
+4.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.1% | +8.8% | -0.8% |
| 7D | 0.0% | -20.5% | +20.5% | +0.9% |
| 30D | +5.8% | -38.8% | +44.6% | +7.9% |
| 3M | -22.8% | -49.1% | +26.4% | -20.7% |
| 6M | -18.4% | -69.4% | +51.0% | -14.9% |
| YTD | -16.9% | -42.3% | +25.5% | -17.1% |
| 1Y | -17.6% | -14.2% | -3.4% | -20.2% |
| 3Y | -20.0% | +398.7% | -418.7% | -36.3% |
| 5Y | +16.0% | +11.1% | +4.9% | +2.2% |
| All | +16.0% | +11.6% | +4.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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