+61.8%
PCG vs PNR
-17.7%
+79.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.3% | +4.4% |
| 7D | +5.4% | -3.0% | +8.4% | +6.3% |
| 30D | -15.1% | -14.9% | -0.2% | -11.1% |
| 3M | -9.8% | -19.0% | +9.2% | -4.9% |
| 6M | -18.0% | -35.9% | +17.9% | -7.5% |
| YTD | -7.2% | -43.1% | +35.9% | +8.2% |
| 1Y | +2.9% | -46.4% | +49.3% | +22.2% |
| 3Y | -11.1% | -10.8% | -0.3% | -11.6% |
| 5Y | +61.8% | -18.9% | +80.6% | +57.6% |
| All | +61.8% | -17.7% | +79.5% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling