+162.6%
PM vs PCG
+10.2%
+152.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | +0.5% | +2.2% | -1.6% | +0.1% |
| 30D | -3.2% | +0.8% | -4.0% | -3.4% |
| 3M | +6.2% | -23.8% | +30.0% | +11.6% |
| 6M | +7.7% | -19.6% | +27.3% | +11.8% |
| YTD | +27.3% | -16.7% | +44.0% | +31.0% |
| 1Y | +32.8% | -19.4% | +52.2% | +37.5% |
| 3Y | +150.0% | -18.3% | +168.3% | +156.2% |
| All | +162.6% | +10.2% | +152.3% | +144.2% |
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