-5.1%
PCG vs PPG
+5.2%
-10.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | -13.9% | -1.5% | -12.4% | -13.5% |
| 30D | -16.9% | -5.0% | -11.9% | -15.8% |
| 3M | -14.7% | +1.1% | -15.9% | -15.1% |
| 6M | -23.8% | -3.2% | -20.6% | -23.5% |
| YTD | -10.5% | +11.9% | -22.4% | -11.8% |
| 1Y | -5.1% | +5.3% | -10.4% | -6.6% |
| All | -5.1% | +5.2% | -10.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling