-37.4%
PCG vs EFV
+258.8%
-296.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | +1.5% | -15.3% | -14.6% |
| 30D | -16.9% | +1.7% | -18.6% | -17.6% |
| 3M | -14.7% | +8.6% | -23.4% | -18.6% |
| 6M | -23.8% | +11.7% | -35.5% | -28.4% |
| YTD | -10.5% | +19.3% | -29.8% | -18.9% |
| 1Y | -5.1% | +30.2% | -35.3% | -18.0% |
| 3Y | -11.6% | +91.6% | -103.2% | -38.1% |
| 5Y | +59.0% | +96.4% | -37.4% | +9.8% |
| 10Y | -75.7% | +166.5% | -242.2% | -85.5% |
| All | -37.4% | +258.8% | -296.3% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling