-76.7%
PCG vs UL
+102.0%
-178.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -1.1% | +0.3% | -1.3% | -1.2% |
| 30D | +0.1% | +7.0% | -6.9% | -2.8% |
| 3M | -24.4% | +5.8% | -30.2% | -26.3% |
| 6M | -17.7% | +16.1% | -33.8% | -22.9% |
| YTD | -17.4% | +4.5% | -21.9% | -19.5% |
| 1Y | -19.4% | -1.3% | -18.1% | -19.7% |
| 3Y | -18.6% | +35.0% | -53.5% | -29.3% |
| 5Y | +10.2% | +31.9% | -21.7% | -5.0% |
| 10Y | -76.7% | +99.3% | -175.9% | -81.9% |
| All | -76.7% | +102.0% | -178.7% | -81.9% |
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