-58.2%
PCG vs PSX
+1,139.4%
-1,197.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | +4.5% | -18.4% | -14.8% |
| 30D | -16.9% | +26.6% | -43.5% | -21.4% |
| 3M | -14.7% | +39.3% | -54.0% | -21.3% |
| 6M | -23.8% | +56.8% | -80.6% | -31.9% |
| YTD | -10.5% | +101.8% | -112.3% | -24.8% |
| 1Y | -5.1% | +99.6% | -104.7% | -20.3% |
| 3Y | -11.6% | +140.3% | -152.0% | -30.8% |
| 5Y | +59.0% | +339.3% | -280.3% | +4.5% |
| 10Y | -75.7% | +369.9% | -445.6% | -85.9% |
| All | -58.2% | +1,139.4% | -1,197.6% | -77.2% |
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