-76.3%
PCG vs PPG
+26.9%
-103.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | -3.5% | -6.2% | +2.8% | -1.0% |
| 30D | -20.6% | -7.9% | -12.7% | -17.9% |
| 3M | -17.6% | -10.2% | -7.3% | -14.2% |
| 6M | -23.5% | +2.7% | -26.1% | -25.2% |
| YTD | -13.6% | +4.9% | -18.5% | -16.5% |
| 1Y | -11.3% | -3.2% | -8.1% | -11.7% |
| 3Y | -16.9% | -17.0% | +0.1% | -13.3% |
| 5Y | +50.8% | -23.3% | +74.1% | +58.7% |
| All | -76.3% | +26.9% | -103.2% | -80.4% |
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