+61.1%
PCG vs PPG
-18.1%
+79.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.5% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | -15.1% | -7.8% | -7.3% | -12.7% |
| 3M | -9.8% | -2.2% | -7.6% | -9.5% |
| 6M | -18.0% | +4.1% | -22.2% | -20.0% |
| YTD | -7.2% | +9.1% | -16.3% | -11.1% |
| 1Y | +2.9% | +1.0% | +1.9% | +1.2% |
| 3Y | -11.1% | -13.3% | +2.2% | -8.7% |
| All | +61.1% | -18.1% | +79.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling