+852.8%
PM vs PCG
-45.7%
+898.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -4.5% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +5.8% | +5.8% | 0.0% | +5.2% |
| 3M | +6.7% | -22.8% | +29.4% | +9.3% |
| 6M | +19.9% | -18.4% | +38.3% | +22.1% |
| YTD | +27.8% | -16.9% | +44.7% | +29.8% |
| 1Y | +39.4% | -17.6% | +57.0% | +41.7% |
| 3Y | +146.9% | -20.0% | +166.9% | +150.4% |
| 5Y | +166.6% | +16.0% | +150.6% | +158.9% |
| 10Y | +242.1% | -76.7% | +318.8% | +332.1% |
| All | +852.8% | -45.7% | +898.6% | +716.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling