-76.0%
PCG vs RF
+343.3%
-419.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -13.9% | +1.3% | -15.2% | -14.2% |
| 30D | -16.9% | -3.6% | -13.2% | -15.8% |
| 3M | -14.7% | +8.1% | -22.8% | -17.0% |
| 6M | -23.8% | +11.5% | -35.3% | -26.7% |
| YTD | -10.5% | +15.6% | -26.1% | -15.3% |
| 1Y | -5.1% | +15.7% | -20.8% | -10.5% |
| 3Y | -11.6% | +86.9% | -98.5% | -31.2% |
| 5Y | +59.0% | +89.8% | -30.8% | +19.7% |
| All | -76.0% | +343.3% | -419.3% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling