+76.3%
U vs PCG
-20.2%
+96.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +16.9% | -2.2% | +19.2% | +17.2% |
| 30D | +6.4% | -0.5% | +6.8% | +6.4% |
| 3M | +13.2% | -24.0% | +37.1% | +16.1% |
| 6M | +84.8% | -18.6% | +103.4% | +87.8% |
| YTD | +12.4% | -17.7% | +30.1% | +12.9% |
| 1Y | +19.8% | -20.0% | +39.8% | +21.4% |
| All | +76.3% | -20.2% | +96.5% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling