+91.1%
PCG vs ED
+2,522.9%
-2,431.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.9% |
| 7D | 0.0% | +5.2% | -5.2% | -3.6% |
| 30D | +5.8% | +15.5% | -9.7% | -4.9% |
| 3M | -22.8% | +13.0% | -35.8% | -29.4% |
| 6M | -18.4% | +13.1% | -31.5% | -25.6% |
| YTD | -16.9% | +25.3% | -42.1% | -29.6% |
| 1Y | -17.6% | +30.5% | -48.2% | -32.3% |
| 3Y | -20.0% | +49.3% | -69.3% | -41.3% |
| 5Y | +16.0% | +84.6% | -68.5% | -28.2% |
| 10Y | -76.7% | +135.4% | -212.1% | -88.2% |
| All | +91.1% | +2,522.9% | -2,431.8% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling