+160.1%
PM vs PCG
+7.2%
+152.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -7.1% | -2.2% | -4.8% | -6.6% |
| 30D | -2.8% | -0.5% | -2.3% | -2.7% |
| 3M | +6.3% | -24.0% | +30.3% | +11.8% |
| 6M | +9.6% | -18.6% | +28.3% | +13.5% |
| YTD | +25.6% | -17.7% | +43.3% | +29.6% |
| 1Y | +29.7% | -20.0% | +49.7% | +34.5% |
| 3Y | +147.6% | -20.2% | +167.8% | +155.0% |
| 5Y | +160.1% | +8.4% | +151.7% | +142.3% |
| All | +160.1% | +7.2% | +152.9% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling