+229.6%
PM vs PCG
-77.4%
+306.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.7% |
| 7D | -5.2% | -1.6% | -3.6% | -5.1% |
| 30D | +2.7% | +1.4% | +1.3% | +2.6% |
| 3M | +5.2% | -23.4% | +28.6% | +7.0% |
| 6M | +17.0% | -19.4% | +36.4% | +18.5% |
| YTD | +25.5% | -18.5% | +44.0% | +27.0% |
| 1Y | +35.5% | -19.5% | +55.1% | +37.2% |
| 3Y | +143.9% | -21.0% | +164.9% | +146.6% |
| 5Y | +161.8% | +13.7% | +148.1% | +158.3% |
| All | +229.6% | -77.4% | +306.9% | +252.5% |
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