+93.6%
PCG vs PPL
+2,153.2%
-2,059.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +1.8% | +0.1% | +0.7% |
| 30D | +8.5% | +8.4% | +0.1% | +2.9% |
| 3M | -22.9% | +2.4% | -25.3% | -23.9% |
| 6M | -16.8% | -4.0% | -12.8% | -14.5% |
| YTD | -15.8% | +4.5% | -20.2% | -18.2% |
| 1Y | -16.0% | +1.7% | -17.7% | -17.0% |
| 3Y | -18.9% | +55.5% | -74.5% | -38.9% |
| 5Y | +17.4% | +47.0% | -29.6% | -8.9% |
| 10Y | -76.4% | +62.4% | -138.8% | -82.4% |
| All | +93.6% | +2,153.2% | -2,059.6% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling