+8.4%
PCG vs ED
+82.4%
-74.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.2% | -0.9% | -1.3% | -1.7% |
| 30D | -0.5% | +11.2% | -11.6% | -6.9% |
| 3M | -24.0% | +11.8% | -35.7% | -29.0% |
| 6M | -18.6% | +14.1% | -32.7% | -25.0% |
| YTD | -17.7% | +23.0% | -40.6% | -27.4% |
| 1Y | -20.0% | +23.7% | -43.7% | -29.7% |
| 3Y | -20.2% | +47.7% | -68.0% | -38.3% |
| 5Y | +8.4% | +82.6% | -74.3% | -25.7% |
| All | +8.4% | +82.4% | -74.0% | -25.7% |
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