-76.0%
PCG vs PPG
+53.9%
-129.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.2% | +0.7% | +1.4% | +1.8% |
| 30D | +0.8% | +17.6% | -16.8% | -5.9% |
| 3M | -23.8% | +7.5% | -31.3% | -26.2% |
| 6M | -19.6% | +17.6% | -37.3% | -25.5% |
| YTD | -16.7% | +22.6% | -39.3% | -24.8% |
| 1Y | -19.4% | +28.0% | -47.4% | -28.6% |
| 3Y | -18.3% | +1.8% | -20.1% | -21.7% |
| 5Y | +10.4% | -15.5% | +25.9% | +12.0% |
| All | -76.0% | +53.9% | -129.9% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling