-19.4%
PCG vs ED
+47.3%
-66.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -0.5% | +2.1% | -2.6% | -1.7% |
| 30D | +0.8% | +12.4% | -11.7% | -6.2% |
| 3M | -22.0% | +13.1% | -35.2% | -27.6% |
| 6M | -17.1% | +14.1% | -31.2% | -23.3% |
| YTD | -16.9% | +23.1% | -39.9% | -26.2% |
| 1Y | -19.1% | +25.4% | -44.5% | -29.0% |
| 3Y | -19.4% | +47.9% | -67.3% | -39.6% |
| All | -19.4% | +47.3% | -66.7% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling