+87.3%
PCG vs EAT
+10,438.3%
-10,350.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -1.6% | -2.6% | +1.1% | -1.3% |
| 30D | +1.4% | +11.5% | -10.1% | -0.2% |
| 3M | -23.4% | -9.1% | -14.3% | -22.7% |
| 6M | -19.4% | +40.4% | -59.8% | -23.7% |
| YTD | -18.5% | +43.9% | -62.4% | -23.6% |
| 1Y | -19.5% | +101.9% | -121.5% | -28.3% |
| 3Y | -21.0% | +489.9% | -510.8% | -41.2% |
| 5Y | +13.7% | +362.6% | -348.9% | -15.3% |
| 10Y | -77.2% | +385.7% | -462.8% | -85.2% |
| All | +87.3% | +10,438.3% | -10,350.9% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling