-21.0%
PCG vs RF
+104.8%
-125.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | +1.4% | +6.0% | -4.6% | -0.2% |
| 3M | -23.4% | -8.9% | -14.5% | -21.5% |
| 6M | -19.4% | +2.3% | -21.7% | -19.9% |
| YTD | -18.5% | +7.6% | -26.0% | -20.5% |
| 1Y | -19.5% | +21.2% | -40.7% | -24.2% |
| 3Y | -21.0% | +108.5% | -129.5% | -38.0% |
| All | -21.0% | +104.8% | -125.8% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling