-19.6%
PCG vs PPL
+0.9%
-20.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -1.1% | -1.2% | +0.2% | -0.1% |
| 30D | +0.1% | +4.2% | -4.2% | -3.3% |
| 3M | -24.4% | +1.5% | -25.9% | -25.5% |
| 6M | -17.7% | +1.0% | -18.7% | -18.7% |
| YTD | -17.4% | +4.4% | -21.8% | -20.3% |
| All | -19.6% | +0.9% | -20.5% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling