+105.7%
PCG vs ECL
+13,009.7%
-12,904.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | -2.6% | -11.3% | -13.0% |
| 30D | -16.9% | -2.2% | -14.7% | -16.2% |
| 3M | -14.7% | +10.1% | -24.8% | -17.7% |
| 6M | -23.8% | -5.7% | -18.1% | -22.4% |
| YTD | -10.5% | +7.0% | -17.5% | -12.9% |
| 1Y | -5.1% | +2.7% | -7.8% | -6.4% |
| 3Y | -11.6% | +57.7% | -69.3% | -25.8% |
| 5Y | +59.0% | +31.1% | +27.9% | +40.2% |
| 10Y | -75.7% | +150.9% | -226.6% | -82.5% |
| All | +105.7% | +13,009.7% | -12,904.0% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling