-18.3%
PCG vs Q
+68.3%
-86.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.3% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +0.8% | -2.7% | +3.4% | +0.8% |
| 3M | -23.8% | -16.9% | -6.9% | -23.6% |
| 6M | -19.6% | -26.9% | +7.2% | -19.3% |
| YTD | -16.7% | +45.2% | -62.0% | -15.5% |
| 1Y | -19.4% | +38.1% | -57.5% | -18.0% |
| All | -18.3% | +68.3% | -86.6% | -17.0% |
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