-16.0%
PCG vs PNR
-31.2%
+15.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | +1.9% | +11.9% | -10.0% | +0.2% |
| 30D | +8.5% | +37.1% | -28.6% | +3.4% |
| 3M | -22.9% | +5.7% | -28.6% | -23.6% |
| 6M | -16.8% | -5.7% | -11.1% | -16.6% |
| YTD | -15.8% | -29.8% | +14.0% | -12.8% |
| 1Y | -16.0% | -31.8% | +15.8% | -13.5% |
| All | -16.0% | -31.2% | +15.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling