-24.8%
U vs PCG
+37.5%
-62.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +32.3% | -1.1% | +33.4% | +32.6% |
| 30D | +9.7% | +0.1% | +9.6% | +9.5% |
| 3M | +19.6% | -24.4% | +44.0% | +29.3% |
| 6M | +82.6% | -17.7% | +100.3% | +90.3% |
| YTD | +16.4% | -17.4% | +33.9% | +19.1% |
| 1Y | +28.5% | -19.4% | +47.8% | +32.3% |
| 3Y | +103.8% | -18.6% | +122.4% | +103.9% |
| 5Y | -70.0% | +10.2% | -80.3% | -74.1% |
| All | -24.8% | +37.5% | -62.3% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling