-76.0%
PCG vs EAT
+392.1%
-468.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.3% |
| 7D | -13.9% | 0.0% | -13.9% | -13.8% |
| 30D | -16.9% | +1.9% | -18.7% | -17.2% |
| 3M | -14.7% | +68.7% | -83.4% | -22.2% |
| 6M | -23.8% | +66.9% | -90.7% | -30.8% |
| YTD | -10.5% | +60.4% | -70.9% | -18.5% |
| 1Y | -5.1% | +44.0% | -49.1% | -12.4% |
| 3Y | -11.6% | +604.7% | -616.3% | -41.4% |
| 5Y | +59.0% | +347.0% | -288.0% | +9.6% |
| All | -76.0% | +392.1% | -468.1% | -88.7% |
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