-21.0%
PCG vs PPL
+56.0%
-77.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.9% |
| 30D | +1.4% | +5.4% | -4.0% | -2.8% |
| 3M | -23.4% | +4.3% | -27.7% | -25.8% |
| 6M | -19.4% | -1.3% | -18.0% | -18.7% |
| YTD | -18.5% | +4.7% | -23.2% | -21.7% |
| 1Y | -19.5% | +1.3% | -20.8% | -20.7% |
| 3Y | -21.0% | +57.2% | -78.2% | -44.4% |
| All | -21.0% | +56.0% | -77.0% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling