+18.4%
U vs PCG
-14.1%
+32.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +5.0% |
| 7D | +7.5% | +1.9% | +5.6% | +7.8% |
| 30D | -7.0% | +8.5% | -15.6% | -5.7% |
| 3M | +20.6% | -22.9% | +43.4% | +13.1% |
| 6M | +53.2% | -16.8% | +69.9% | +53.3% |
| YTD | -3.9% | -15.8% | +11.9% | +4.1% |
| 1Y | +18.4% | -16.0% | +34.4% | +34.6% |
| All | +18.4% | -14.1% | +32.5% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling