+2.9%
PCG vs EFV
+28.1%
-25.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.0% |
| 7D | +5.4% | +1.0% | +4.4% | +4.9% |
| 30D | -15.1% | +0.2% | -15.3% | -15.2% |
| 3M | -9.8% | +9.6% | -19.4% | -13.9% |
| 6M | -18.0% | +14.0% | -32.0% | -24.0% |
| YTD | -7.2% | +18.5% | -25.7% | -17.1% |
| 1Y | +2.9% | +27.9% | -25.0% | -15.0% |
| All | +2.9% | +28.1% | -25.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling