+34.7%
PCG vs PL
+84.9%
-50.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -13.9% | -9.3% | -4.5% | -13.5% |
| 30D | -16.9% | -18.9% | +2.1% | -16.2% |
| 3M | -14.7% | -58.4% | +43.6% | -11.9% |
| 6M | -23.8% | -30.3% | +6.5% | -23.8% |
| YTD | -10.5% | -8.1% | -2.4% | -12.3% |
| 1Y | -5.1% | +180.5% | -185.6% | -14.7% |
| 3Y | -11.6% | +444.1% | -455.8% | -28.4% |
| 5Y | +59.0% | +83.0% | -24.0% | +37.5% |
| All | +34.7% | +84.9% | -50.2% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling