+105.7%
PCG vs ED
+2,217.3%
-2,111.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +3.4% |
| 7D | -13.9% | -0.2% | -13.7% | -13.7% |
| 30D | -16.9% | -0.1% | -16.7% | -16.7% |
| 3M | -14.7% | +3.9% | -18.7% | -17.1% |
| 6M | -23.8% | -3.0% | -20.8% | -22.2% |
| YTD | -10.5% | +10.7% | -21.2% | -16.9% |
| 1Y | -5.1% | +13.3% | -18.5% | -13.5% |
| 3Y | -11.6% | +34.5% | -46.1% | -30.0% |
| 5Y | +59.0% | +67.1% | -8.1% | +5.5% |
| 10Y | -75.7% | +103.0% | -178.8% | -86.3% |
| All | +105.7% | +2,217.3% | -2,111.6% | -71.9% |
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