-16.0%
PCG vs RF
+25.4%
-41.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +1.9% | +2.3% | -0.4% | +1.5% |
| 30D | +8.5% | +7.2% | +1.3% | +7.1% |
| 3M | -22.9% | -8.2% | -14.7% | -21.6% |
| 6M | -16.8% | +7.0% | -23.8% | -17.2% |
| YTD | -15.8% | +10.3% | -26.1% | -16.8% |
| 1Y | -16.0% | +25.1% | -41.1% | -17.6% |
| All | -16.0% | +25.4% | -41.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling