-19.4%
PCG vs UL
+12.3%
-31.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +1.4% | +8.2% | -6.8% | -0.9% |
| 3M | -23.4% | +4.5% | -27.9% | -24.4% |
| 6M | -19.4% | +12.6% | -31.9% | -23.0% |
| All | -19.4% | +12.3% | -31.6% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling