-75.9%
PCG vs PNR
+66.6%
-142.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.6% |
| 7D | +0.5% | -5.5% | +6.0% | +2.7% |
| 30D | -18.9% | -15.6% | -3.3% | -13.3% |
| 3M | -15.8% | -20.2% | +4.4% | -8.9% |
| 6M | -22.6% | -36.6% | +14.1% | -8.5% |
| YTD | -12.2% | -45.0% | +32.8% | +9.4% |
| 1Y | -7.1% | -47.4% | +40.4% | +17.8% |
| 3Y | -15.8% | -13.7% | -2.1% | -16.0% |
| 5Y | +53.3% | -20.8% | +74.1% | +55.4% |
| All | -75.9% | +66.6% | -142.5% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling