-76.4%
PCG vs ECL
+196.0%
-272.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -2.2% | -2.3% | 0.0% | -1.1% |
| 30D | -0.5% | +8.3% | -8.7% | -4.6% |
| 3M | -24.0% | +8.4% | -32.4% | -27.2% |
| 6M | -18.6% | +23.3% | -41.9% | -27.4% |
| YTD | -17.7% | +18.2% | -35.9% | -25.2% |
| 1Y | -20.0% | +18.8% | -38.8% | -27.6% |
| 3Y | -20.2% | +78.5% | -98.7% | -43.1% |
| 5Y | +8.4% | +40.1% | -31.7% | -12.7% |
| 10Y | -76.4% | +196.5% | -272.9% | -84.2% |
| All | -76.4% | +196.0% | -272.4% | -84.2% |
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