-19.4%
PCG vs RF
+18.9%
-38.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.9% |
| 7D | +2.2% | +1.9% | +0.2% | +1.8% |
| 30D | +0.8% | +7.3% | -6.6% | -0.5% |
| 3M | -23.8% | -7.9% | -15.9% | -22.6% |
| 6M | -19.6% | +10.5% | -30.1% | -20.2% |
| YTD | -16.7% | +9.6% | -26.4% | -17.1% |
| 1Y | -19.4% | +20.3% | -39.7% | -19.0% |
| All | -19.4% | +18.9% | -38.3% | -19.0% |
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 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