-76.0%
PCG vs ECL
+150.0%
-226.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | -2.6% | -11.3% | -12.5% |
| 30D | -16.9% | -2.2% | -14.7% | -15.8% |
| 3M | -14.7% | +10.1% | -24.8% | -19.1% |
| 6M | -23.8% | -5.7% | -18.1% | -21.7% |
| YTD | -10.5% | +7.0% | -17.5% | -14.1% |
| 1Y | -5.1% | +2.7% | -7.8% | -7.2% |
| 3Y | -11.6% | +57.7% | -69.3% | -32.7% |
| 5Y | +59.0% | +31.1% | +27.9% | +32.0% |
| All | -76.0% | +150.0% | -226.0% | -83.3% |
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