-19.5%
PCG vs ED
+26.3%
-45.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.4% |
| 7D | -1.6% | +1.6% | -3.2% | -2.7% |
| 30D | +1.4% | +13.3% | -11.9% | -7.5% |
| 3M | -23.4% | +9.7% | -33.1% | -28.3% |
| 6M | -19.4% | +12.8% | -32.2% | -26.1% |
| YTD | -18.5% | +22.3% | -40.8% | -28.9% |
| 1Y | -19.5% | +26.3% | -45.8% | -31.3% |
| All | -19.5% | +26.3% | -45.9% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling