+16.0%
PCG vs RF
+42.4%
-26.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.7% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | +5.8% | +5.0% | +0.8% | +4.3% |
| 3M | -22.8% | -10.0% | -12.8% | -20.4% |
| 6M | -18.4% | +3.3% | -21.7% | -19.3% |
| YTD | -16.9% | +7.9% | -24.8% | -19.2% |
| 1Y | -17.6% | +21.2% | -38.9% | -22.8% |
| 3Y | -20.0% | +105.8% | -125.8% | -37.5% |
| 5Y | +16.0% | +43.7% | -27.7% | +2.7% |
| All | +16.0% | +42.4% | -26.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling