-61.9%
PCG vs PSX
+1,093.9%
-1,155.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -1.6% | -13.1% | +11.5% | +1.5% |
| 30D | +1.4% | -9.5% | +10.9% | +3.4% |
| 3M | -23.4% | +20.2% | -43.6% | -27.0% |
| 6M | -19.4% | +44.9% | -64.3% | -26.6% |
| YTD | -18.5% | +94.4% | -112.9% | -31.2% |
| 1Y | -19.5% | +83.1% | -102.6% | -31.2% |
| 3Y | -21.0% | +132.2% | -153.1% | -37.8% |
| 5Y | +13.7% | +278.8% | -265.1% | -22.6% |
| 10Y | -77.2% | +354.2% | -431.3% | -86.7% |
| All | -61.9% | +1,093.9% | -1,155.8% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling