-76.0%
PCG vs EFV
+163.3%
-239.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.8% |
| 7D | +2.2% | +2.5% | -0.4% | -0.1% |
| 30D | +0.8% | +2.9% | -2.2% | -1.8% |
| 3M | -23.8% | -1.4% | -22.4% | -23.0% |
| 6M | -19.6% | +5.5% | -25.2% | -23.7% |
| YTD | -16.7% | +16.1% | -32.8% | -27.7% |
| 1Y | -19.4% | +20.3% | -39.7% | -32.3% |
| 3Y | -18.3% | +90.4% | -108.7% | -55.4% |
| 5Y | +10.4% | +93.5% | -83.1% | -41.2% |
| All | -76.0% | +163.3% | -239.3% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling