-16.0%
PCG vs EAT
+109.8%
-125.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.5% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +8.5% | +13.5% | -5.0% | +7.8% |
| 3M | -22.9% | +1.0% | -23.9% | -23.0% |
| 6M | -16.8% | +57.3% | -74.0% | -17.7% |
| YTD | -15.8% | +53.6% | -69.4% | -17.2% |
| 1Y | -16.0% | +110.8% | -126.8% | -17.8% |
| All | -16.0% | +109.8% | -125.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling