-52.7%
PCG vs UUUU
-92.0%
+39.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | -13.9% | -1.4% | -12.5% | -13.8% |
| 30D | -16.9% | +16.3% | -33.2% | -17.3% |
| 3M | -14.7% | -16.7% | +2.0% | -14.5% |
| 6M | -23.8% | -33.7% | +9.8% | -23.2% |
| YTD | -10.5% | -0.5% | -10.0% | -11.3% |
| 1Y | -5.1% | +28.9% | -34.0% | -7.2% |
| 3Y | -11.6% | +99.9% | -111.5% | -15.8% |
| 5Y | +59.0% | +135.3% | -76.3% | +49.0% |
| 10Y | -75.7% | +518.4% | -594.1% | -78.2% |
| All | -52.7% | -92.0% | +39.4% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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