+105.7%
PCG vs PNR
+3,652.8%
-3,547.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | -2.4% | -11.5% | -13.3% |
| 30D | -16.9% | -12.8% | -4.1% | -14.4% |
| 3M | -14.7% | -17.0% | +2.3% | -11.7% |
| 6M | -23.8% | -37.4% | +13.6% | -16.5% |
| YTD | -10.5% | -41.6% | +31.1% | -0.6% |
| 1Y | -5.1% | -44.6% | +39.5% | +6.4% |
| 3Y | -11.6% | -12.1% | +0.5% | -10.8% |
| 5Y | +59.0% | -17.4% | +76.4% | +60.3% |
| 10Y | -75.7% | +64.0% | -139.7% | -78.9% |
| All | +105.7% | +3,652.8% | -3,547.1% | +23.4% |
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 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