+4,006.0%
PG vs PCG
+103.4%
+3,902.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -0.6% |
| 7D | +1.9% | -13.9% | +15.7% | +3.0% |
| 30D | -0.2% | -16.9% | +16.6% | +1.2% |
| 3M | +4.8% | -14.7% | +19.5% | +6.0% |
| 6M | -6.1% | -23.8% | +17.7% | -4.0% |
| YTD | +4.5% | -10.5% | +15.0% | +5.1% |
| 1Y | -5.3% | -5.1% | -0.2% | -5.4% |
| 3Y | +2.6% | -11.6% | +14.2% | +2.8% |
| 5Y | +15.6% | +59.0% | -43.4% | +9.0% |
| 10Y | +118.0% | -75.7% | +193.8% | +124.9% |
| All | +4,006.0% | +103.4% | +3,902.6% | +2,103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling