+91.4%
PCG vs PPG
+3,036.2%
-2,944.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.2% | +0.7% | +1.4% | +1.9% |
| 30D | +0.8% | +17.6% | -16.8% | -4.3% |
| 3M | -23.8% | +7.5% | -31.3% | -25.6% |
| 6M | -19.6% | +17.6% | -37.3% | -24.0% |
| YTD | -16.7% | +22.6% | -39.3% | -22.6% |
| 1Y | -19.4% | +28.0% | -47.4% | -26.2% |
| 3Y | -18.3% | +1.8% | -20.1% | -20.7% |
| 5Y | +10.4% | -15.5% | +25.9% | +11.6% |
| 10Y | -76.1% | +54.9% | -131.0% | -80.2% |
| All | +91.4% | +3,036.2% | -2,944.8% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling