+87.5%
U vs PCG
-19.3%
+106.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.1% | +5.0% |
| 7D | +2.6% | +2.2% | +0.4% | +2.4% |
| 30D | +27.6% | +0.8% | +26.8% | +27.4% |
| 3M | +15.3% | -23.8% | +39.1% | +18.3% |
| 6M | +96.4% | -19.6% | +116.0% | +100.1% |
| YTD | +19.6% | -16.7% | +36.3% | +19.9% |
| 1Y | +42.1% | -19.4% | +61.5% | +44.1% |
| 3Y | +87.5% | -18.3% | +105.8% | +90.2% |
| All | +87.5% | -19.3% | +106.8% | +90.2% |
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 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