+9.3%
PCG vs ED
+85.1%
-75.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.3% |
| 7D | +2.2% | +2.1% | +0.1% | +0.9% |
| 30D | +0.8% | +10.4% | -9.6% | -5.3% |
| 3M | -23.8% | +12.5% | -36.3% | -29.1% |
| 6M | -19.6% | +14.9% | -34.5% | -26.2% |
| YTD | -16.7% | +24.8% | -41.6% | -27.2% |
| 1Y | -19.4% | +23.8% | -43.2% | -29.2% |
| 3Y | -18.3% | +51.6% | -70.0% | -37.8% |
| All | +9.3% | +85.1% | -75.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling