+116.1%
PG vs PCG
-76.0%
+192.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -0.8% | -3.5% | +2.7% | -0.6% |
| 30D | +0.8% | -20.6% | +21.4% | +1.9% |
| 3M | -1.3% | -17.6% | +16.2% | -0.5% |
| 6M | -3.8% | -23.5% | +19.7% | -2.6% |
| YTD | +3.6% | -13.6% | +17.3% | +4.2% |
| 1Y | -5.7% | -11.3% | +5.6% | -5.4% |
| 3Y | +1.6% | -16.9% | +18.5% | +2.1% |
| 5Y | +14.6% | +50.8% | -36.2% | +11.9% |
| All | +116.1% | -76.0% | +192.1% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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