-51.6%
PCG vs POET
-48.7%
-2.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.2% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +0.8% | -12.2% | +12.9% | +0.9% |
| 3M | -23.8% | -42.4% | +18.6% | -23.1% |
| 6M | -19.6% | -64.3% | +44.7% | -18.6% |
| YTD | -16.7% | -19.0% | +2.2% | -17.8% |
| 1Y | -19.4% | +9.1% | -28.5% | -21.1% |
| 3Y | -18.3% | +297.7% | -316.0% | -23.4% |
| 5Y | +10.4% | -38.2% | +48.6% | +5.7% |
| 10Y | -76.1% | +123.0% | -199.2% | -78.0% |
| All | -51.6% | -48.7% | -2.9% | -56.9% |
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