-4.2%
PCG vs PNR
-47.2%
+43.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.9% |
| 7D | +6.5% | -3.9% | +10.3% | +7.2% |
| 30D | -16.7% | -13.8% | -2.9% | -14.5% |
| 3M | -14.2% | -22.5% | +8.4% | -10.9% |
| 6M | -21.5% | -37.2% | +15.7% | -15.1% |
| YTD | -11.2% | -44.2% | +33.0% | -2.3% |
| 1Y | -4.2% | -46.6% | +42.4% | +9.2% |
| All | -4.2% | -47.2% | +43.0% | +9.2% |
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