-69.4%
U vs PCG
+58.3%
-127.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.9% |
| 7D | -3.8% | -13.9% | +10.0% | +0.5% |
| 30D | +17.5% | -16.9% | +34.3% | +24.0% |
| 3M | +38.7% | -14.7% | +53.5% | +44.5% |
| 6M | +104.4% | -23.8% | +128.2% | +122.2% |
| YTD | -5.7% | -10.5% | +4.8% | -6.1% |
| 1Y | +3.7% | -5.1% | +8.8% | -1.2% |
| 3Y | +12.3% | -11.6% | +23.9% | +7.5% |
| All | -69.4% | +58.3% | -127.7% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling