+87.3%
PCG vs PNR
+4,167.9%
-4,080.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.0% | -2.3% | +0.4% | -1.5% |
| 30D | -2.7% | +29.3% | -32.0% | -8.1% |
| 3M | -25.1% | +4.1% | -29.2% | -25.9% |
| 6M | -22.3% | -8.6% | -13.7% | -21.4% |
| YTD | -18.5% | -33.6% | +15.1% | -12.2% |
| 1Y | -21.8% | -36.4% | +14.5% | -15.1% |
| 3Y | -21.0% | +15.1% | -36.1% | -24.8% |
| 5Y | +8.1% | -3.8% | +11.9% | +5.4% |
| 10Y | -76.6% | +99.7% | -176.3% | -80.5% |
| All | +87.3% | +4,167.9% | -4,080.6% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling