-75.2%
PCG vs UL
+65.6%
-140.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.7% | +4.0% |
| 7D | +5.4% | -1.3% | +6.7% | +5.9% |
| 30D | -15.1% | +0.9% | -16.0% | -15.5% |
| 3M | -9.8% | +14.2% | -24.0% | -14.8% |
| 6M | -18.0% | -3.2% | -14.8% | -17.4% |
| YTD | -7.2% | -0.3% | -6.9% | -7.6% |
| 1Y | +2.9% | -8.8% | +11.6% | +5.9% |
| 3Y | -11.1% | +23.9% | -35.0% | -19.8% |
| 5Y | +61.8% | +21.4% | +40.4% | +44.9% |
| 10Y | -75.2% | +66.7% | -141.8% | -80.0% |
| All | -75.2% | +65.6% | -140.7% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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