-13.8%
PCG vs EFV
+93.8%
-107.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | +1.5% | -15.3% | -14.7% |
| 30D | -16.9% | +1.7% | -18.6% | -17.8% |
| 3M | -14.7% | +8.6% | -23.4% | -19.3% |
| 6M | -23.8% | +11.7% | -35.5% | -29.4% |
| YTD | -10.5% | +19.3% | -29.8% | -21.1% |
| 1Y | -5.1% | +30.2% | -35.3% | -21.6% |
| All | -13.8% | +93.8% | -107.6% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling