-75.3%
PCG vs EFV
+162.1%
-237.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.5% |
| 7D | +6.5% | -0.5% | +7.0% | +7.0% |
| 30D | -16.7% | 0.0% | -16.7% | -16.8% |
| 3M | -14.2% | +8.4% | -22.6% | -20.1% |
| 6M | -21.5% | +12.3% | -33.8% | -29.4% |
| YTD | -11.2% | +17.4% | -28.6% | -23.4% |
| 1Y | -4.2% | +27.1% | -31.3% | -23.2% |
| 3Y | -14.9% | +90.7% | -105.6% | -53.3% |
| 5Y | +54.2% | +95.6% | -41.4% | -18.2% |
| 10Y | -75.3% | +165.3% | -240.6% | -90.2% |
| All | -75.3% | +162.1% | -237.4% | -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