+105.7%
PCG vs UL
+2,661.1%
-2,555.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -13.9% | -1.3% | -12.5% | -13.5% |
| 30D | -16.9% | +0.5% | -17.3% | -17.0% |
| 3M | -14.7% | +17.6% | -32.3% | -19.1% |
| 6M | -23.8% | -5.4% | -18.5% | -22.8% |
| YTD | -10.5% | +0.7% | -11.2% | -11.0% |
| 1Y | -5.1% | -9.3% | +4.1% | -2.8% |
| 3Y | -11.6% | +24.5% | -36.1% | -18.2% |
| 5Y | +59.0% | +23.2% | +35.8% | +45.8% |
| 10Y | -75.7% | +64.5% | -140.2% | -79.7% |
| All | +105.7% | +2,661.1% | -2,555.4% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling