+56.4%
V vs PCG
-11.7%
+68.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.3% |
| 7D | -1.7% | -13.9% | +12.1% | +0.1% |
| 30D | +2.0% | -16.9% | +18.8% | +4.4% |
| 3M | +17.4% | -14.7% | +32.1% | +19.5% |
| 6M | +17.5% | -23.8% | +41.3% | +22.0% |
| YTD | +7.6% | -10.5% | +18.1% | +8.0% |
| 1Y | +7.7% | -5.1% | +12.8% | +6.5% |
| All | +56.4% | -11.7% | +68.1% | +54.6% |
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 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