-19.2%
PCG vs PPG
+4.6%
-23.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | -0.5% | +21.2% | -21.7% | -5.6% |
| 3M | -24.0% | +8.2% | -32.2% | -25.6% |
| 6M | -18.6% | +17.2% | -35.8% | -22.4% |
| YTD | -17.7% | +25.0% | -42.6% | -23.2% |
| 1Y | -20.0% | +33.5% | -53.5% | -26.9% |
| All | -19.2% | +4.6% | -23.8% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling