-77.6%
PCG vs RF
+279.4%
-357.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | +1.4% | +6.0% | -4.6% | -0.7% |
| 3M | -23.4% | -8.9% | -14.5% | -21.0% |
| 6M | -19.4% | +2.3% | -21.7% | -20.2% |
| YTD | -18.5% | +7.6% | -26.0% | -21.1% |
| 1Y | -19.5% | +21.2% | -40.7% | -25.3% |
| 3Y | -21.0% | +108.5% | -129.5% | -40.8% |
| 5Y | +13.7% | +43.2% | -29.5% | -5.4% |
| All | -77.6% | +279.4% | -357.0% | -85.0% |
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