+16.0%
PCG vs PPL
+47.7%
-31.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | 0.0% | +1.0% | -1.0% | -0.8% |
| 30D | +5.8% | +6.8% | -1.0% | +0.6% |
| 3M | -22.8% | +3.9% | -26.6% | -24.8% |
| 6M | -18.4% | -2.0% | -16.4% | -17.2% |
| YTD | -16.9% | +5.3% | -22.1% | -20.2% |
| 1Y | -17.6% | +2.2% | -19.8% | -19.2% |
| 3Y | -20.0% | +56.7% | -76.7% | -42.7% |
| 5Y | +16.0% | +49.1% | -33.0% | -13.4% |
| All | +16.0% | +47.7% | -31.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling