-46.1%
PCG vs POET
-16.9%
-29.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +3.5% |
| 7D | +5.4% | +17.0% | -11.6% | +5.1% |
| 30D | -15.1% | -6.7% | -8.4% | -15.0% |
| 3M | -9.8% | -32.3% | +22.5% | -9.4% |
| 6M | -18.0% | +32.3% | -50.3% | -19.6% |
| YTD | -7.2% | +31.3% | -38.5% | -9.2% |
| 1Y | +2.9% | +55.3% | -52.5% | 0.0% |
| 3Y | -11.1% | +136.8% | -147.8% | -16.1% |
| 5Y | +61.8% | -2.2% | +64.0% | +53.6% |
| 10Y | -75.2% | +34.0% | -109.2% | -77.1% |
| All | -46.1% | -16.9% | -29.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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