+93.6%
PCG vs RF
+1,462.6%
-1,369.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +1.9% | +2.3% | -0.4% | +1.6% |
| 30D | +8.5% | +7.2% | +1.3% | +7.4% |
| 3M | -22.9% | -8.2% | -14.7% | -21.9% |
| 6M | -16.8% | +7.0% | -23.8% | -17.6% |
| YTD | -15.8% | +10.3% | -26.1% | -17.2% |
| 1Y | -16.0% | +25.1% | -41.1% | -18.9% |
| 3Y | -18.9% | +110.3% | -129.2% | -27.8% |
| 5Y | +17.4% | +47.1% | -29.7% | +8.9% |
| 10Y | -76.4% | +297.9% | -374.3% | -81.1% |
| All | +93.6% | +1,462.6% | -1,369.0% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling