-76.0%
PCG vs PPL
+54.8%
-130.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +2.7% | -16.5% | -15.6% |
| 30D | -16.9% | +0.5% | -17.3% | -17.0% |
| 3M | -14.7% | +0.7% | -15.4% | -15.1% |
| 6M | -23.8% | -7.6% | -16.2% | -18.8% |
| YTD | -10.5% | +1.8% | -12.3% | -12.1% |
| 1Y | -5.1% | -0.8% | -4.4% | -4.9% |
| 3Y | -11.6% | +56.9% | -68.5% | -39.7% |
| 5Y | +59.0% | +39.5% | +19.5% | +17.9% |
| All | -76.0% | +54.8% | -130.8% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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