-18.3%
PCG vs PSX
+157.7%
-176.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +2.2% | +7.8% | -5.6% | +1.5% |
| 30D | +0.8% | -10.9% | +11.7% | +1.7% |
| 3M | -23.8% | +14.5% | -38.3% | -24.9% |
| 6M | -19.6% | +56.1% | -75.7% | -23.5% |
| YTD | -16.7% | +109.6% | -126.3% | -24.1% |
| 1Y | -19.4% | +95.5% | -114.9% | -25.8% |
| 3Y | -18.3% | +156.2% | -174.5% | -26.9% |
| All | -18.3% | +157.7% | -176.0% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling