-42.3%
PCG vs EFV
+249.8%
-292.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | -0.2% |
| 7D | -1.1% | +1.7% | -2.8% | -2.0% |
| 30D | +0.1% | +3.4% | -3.4% | -1.8% |
| 3M | -24.4% | -1.7% | -22.8% | -23.8% |
| 6M | -17.7% | +6.4% | -24.1% | -20.5% |
| YTD | -17.4% | +16.3% | -33.7% | -24.2% |
| 1Y | -19.4% | +22.9% | -42.3% | -28.2% |
| 3Y | -18.6% | +92.8% | -111.4% | -43.2% |
| 5Y | +10.2% | +93.5% | -83.3% | -23.3% |
| 10Y | -76.7% | +162.1% | -238.8% | -85.9% |
| All | -42.3% | +249.8% | -292.1% | -71.9% |
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