-19.2%
PCG vs Q
+80.0%
-99.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -2.2% | +6.6% | -8.8% | -2.4% |
| 30D | -0.5% | +2.7% | -3.2% | -0.6% |
| 3M | -24.0% | -8.4% | -15.6% | -24.0% |
| 6M | -18.6% | -17.3% | -1.3% | -18.7% |
| YTD | -17.7% | +55.3% | -73.0% | -16.6% |
| 1Y | -20.0% | +31.5% | -51.5% | -18.9% |
| All | -19.2% | +80.0% | -99.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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