-10.5%
PCG vs PR
+73.2%
-83.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | -13.9% | +2.9% | -16.8% | -14.2% |
| 30D | -16.9% | +18.0% | -34.9% | -18.5% |
| 3M | -14.7% | +16.9% | -31.6% | -16.5% |
| 6M | -23.8% | +28.2% | -52.0% | -26.6% |
| YTD | -10.5% | +69.3% | -79.8% | -17.2% |
| 1Y | -5.1% | +69.5% | -74.6% | -12.3% |
| All | -10.5% | +73.2% | -83.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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