-39.0%
U vs PCG
+49.1%
-88.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.8% |
| 7D | -3.8% | -13.9% | +10.0% | +0.1% |
| 30D | +17.5% | -16.9% | +34.3% | +23.4% |
| 3M | +38.7% | -14.7% | +53.5% | +44.1% |
| 6M | +104.4% | -23.8% | +128.2% | +120.3% |
| YTD | -5.7% | -10.5% | +4.8% | -5.7% |
| 1Y | +3.7% | -5.1% | +8.8% | -0.1% |
| 3Y | +12.3% | -11.6% | +23.9% | +9.5% |
| 5Y | -68.8% | +59.0% | -127.8% | -75.3% |
| All | -39.0% | +49.1% | -88.1% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling