-20.0%
PCG vs EAT
+474.6%
-494.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -2.0% | -7.1% | +5.1% | -1.4% |
| 30D | -2.7% | -2.3% | -0.4% | -2.6% |
| 3M | -25.1% | -19.6% | -5.4% | -24.1% |
| 6M | -22.3% | +46.0% | -68.3% | -24.6% |
| YTD | -18.5% | +37.7% | -56.2% | -21.0% |
| 1Y | -21.8% | +73.8% | -95.6% | -25.8% |
| All | -20.0% | +474.6% | -494.6% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling