-18.4%
PCG vs Q
-23.4%
+4.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.4% | +6.1% | -0.9% |
| 7D | 0.0% | -10.3% | +10.3% | +0.5% |
| 30D | +5.8% | -17.7% | +23.5% | +6.5% |
| 3M | -22.8% | -18.8% | -3.9% | -22.4% |
| 6M | -18.4% | -24.8% | +6.4% | -19.5% |
| All | -18.4% | -23.4% | +4.9% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling