-76.4%
PCG vs EAT
+333.9%
-410.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.5% |
| 7D | -2.2% | -8.9% | +6.7% | -0.8% |
| 30D | -0.5% | +3.4% | -3.9% | -1.2% |
| 3M | -24.0% | -9.3% | -14.6% | -23.1% |
| 6M | -18.6% | +43.8% | -62.4% | -24.2% |
| YTD | -17.7% | +39.9% | -57.5% | -23.6% |
| 1Y | -20.0% | +89.7% | -109.7% | -29.9% |
| 3Y | -20.2% | +491.3% | -511.5% | -45.7% |
| 5Y | +8.4% | +365.4% | -357.0% | -26.4% |
| 10Y | -76.4% | +325.9% | -402.3% | -89.1% |
| All | -76.4% | +333.9% | -410.3% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling