-19.2%
PCG vs PNR
+17.6%
-36.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.2% | -3.7% | +1.5% | -1.3% |
| 30D | -0.5% | +33.1% | -33.6% | -7.7% |
| 3M | -24.0% | +3.7% | -27.7% | -24.7% |
| 6M | -18.6% | -7.7% | -10.9% | -17.5% |
| YTD | -17.7% | -32.4% | +14.8% | -9.2% |
| 1Y | -20.0% | -35.0% | +15.0% | -10.8% |
| All | -19.2% | +17.6% | -36.8% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling