-77.6%
PCG vs ECL
+199.1%
-276.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | +1.4% | +8.1% | -6.7% | -2.8% |
| 3M | -23.4% | +6.4% | -29.7% | -25.9% |
| 6M | -19.4% | +14.8% | -34.1% | -25.3% |
| YTD | -18.5% | +15.5% | -34.0% | -25.0% |
| 1Y | -19.5% | +20.1% | -39.7% | -27.6% |
| 3Y | -21.0% | +77.8% | -98.7% | -43.5% |
| 5Y | +13.7% | +37.9% | -24.1% | -7.7% |
| All | -77.6% | +199.1% | -276.8% | -84.3% |
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