+2.9%
PCG vs PSX
+102.1%
-99.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.7% |
| 7D | +5.4% | +2.8% | +2.6% | +5.5% |
| 30D | -15.1% | +27.8% | -42.9% | -14.8% |
| 3M | -9.8% | +42.0% | -51.8% | -9.6% |
| 6M | -18.0% | +58.1% | -76.1% | -17.9% |
| YTD | -7.2% | +105.0% | -112.3% | -7.5% |
| 1Y | +2.9% | +104.9% | -102.0% | +3.5% |
| All | +2.9% | +102.1% | -99.2% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling