-76.2%
PCG vs ECL
+196.4%
-272.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | +0.8% | +8.6% | -7.8% | -3.6% |
| 3M | -22.0% | +7.9% | -29.9% | -25.2% |
| 6M | -17.1% | +21.0% | -38.1% | -25.4% |
| YTD | -16.9% | +17.5% | -34.4% | -24.2% |
| 1Y | -19.1% | +19.7% | -38.7% | -27.0% |
| 3Y | -19.4% | +77.4% | -96.9% | -42.4% |
| 5Y | +9.0% | +38.7% | -29.7% | -11.7% |
| 10Y | -76.2% | +193.5% | -269.7% | -84.0% |
| All | -76.2% | +196.4% | -272.6% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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