-76.2%
PCG vs ED
+136.7%
-212.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -0.5% | +2.1% | -2.6% | -1.9% |
| 30D | +0.8% | +12.4% | -11.7% | -7.0% |
| 3M | -22.0% | +13.1% | -35.2% | -28.3% |
| 6M | -17.1% | +14.1% | -31.2% | -24.2% |
| YTD | -16.9% | +23.1% | -39.9% | -27.7% |
| 1Y | -19.1% | +25.4% | -44.5% | -30.6% |
| 3Y | -19.4% | +47.9% | -67.3% | -39.1% |
| 5Y | +9.0% | +81.9% | -72.9% | -29.4% |
| 10Y | -76.2% | +141.3% | -217.4% | -88.1% |
| All | -76.2% | +136.7% | -212.9% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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