-76.7%
PCG vs EAT
+375.0%
-451.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | -1.1% | -3.9% | +2.9% | -0.4% |
| 30D | +0.1% | +5.0% | -4.9% | -0.9% |
| 3M | -24.4% | -9.6% | -14.8% | -23.5% |
| 6M | -17.7% | +46.8% | -64.4% | -23.6% |
| YTD | -17.4% | +41.8% | -59.2% | -23.6% |
| 1Y | -19.4% | +98.3% | -117.7% | -29.8% |
| 3Y | -18.6% | +503.1% | -521.6% | -44.7% |
| 5Y | +10.2% | +356.7% | -346.4% | -24.7% |
| 10Y | -76.7% | +349.8% | -426.5% | -89.3% |
| All | -76.7% | +375.0% | -451.7% | -89.3% |
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