-76.7%
PCG vs PSX
+363.6%
-440.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | -1.1% | -8.0% | +7.0% | +1.0% |
| 30D | +0.1% | -9.0% | +9.1% | +2.3% |
| 3M | -24.4% | +24.7% | -49.2% | -29.2% |
| 6M | -17.7% | +49.3% | -67.0% | -26.7% |
| YTD | -17.4% | +100.2% | -117.6% | -32.7% |
| 1Y | -19.4% | +88.8% | -108.2% | -33.3% |
| 3Y | -18.6% | +152.5% | -171.1% | -40.1% |
| 5Y | +10.2% | +283.2% | -273.0% | -30.9% |
| 10Y | -76.7% | +345.8% | -422.5% | -88.8% |
| All | -76.7% | +363.6% | -440.3% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling