+117.4%
PM vs PCG
+58.3%
+59.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.4% |
| 7D | -4.9% | -13.9% | +9.0% | -2.4% |
| 30D | -3.4% | -16.9% | +13.5% | -0.2% |
| 3M | +5.2% | -14.7% | +19.9% | +8.0% |
| 6M | +3.7% | -23.8% | +27.5% | +8.9% |
| YTD | +15.8% | -10.5% | +26.3% | +17.6% |
| 1Y | +17.4% | -5.1% | +22.5% | +17.5% |
| 3Y | +116.9% | -11.6% | +128.5% | +118.9% |
| All | +117.4% | +58.3% | +59.1% | +96.9% |
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