+272.5%
PM vs PCG
-76.0%
+348.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | +0.5% | +2.2% | -1.6% | +0.4% |
| 30D | -3.2% | +0.8% | -4.0% | -3.3% |
| 3M | +6.2% | -23.8% | +30.0% | +8.0% |
| 6M | +7.7% | -19.6% | +27.3% | +9.1% |
| YTD | +27.3% | -16.7% | +44.0% | +28.6% |
| 1Y | +32.8% | -19.4% | +52.2% | +34.4% |
| 3Y | +150.0% | -18.3% | +168.3% | +152.2% |
| 5Y | +164.2% | +10.4% | +153.8% | +161.0% |
| All | +272.5% | -76.0% | +348.5% | +285.5% |
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