+105.7%
PCG vs PPG
+2,762.5%
-2,656.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | -13.9% | -1.5% | -12.4% | -13.4% |
| 30D | -16.9% | -5.0% | -11.9% | -15.5% |
| 3M | -14.7% | +1.1% | -15.9% | -15.3% |
| 6M | -23.8% | -3.2% | -20.6% | -23.6% |
| YTD | -10.5% | +11.9% | -22.4% | -14.3% |
| 1Y | -5.1% | +5.3% | -10.4% | -7.7% |
| 3Y | -11.6% | -15.0% | +3.4% | -9.3% |
| 5Y | +59.0% | -19.6% | +78.6% | +63.5% |
| 10Y | -75.7% | +27.0% | -102.8% | -78.7% |
| All | +105.7% | +2,762.5% | -2,656.8% | -25.4% |
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 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