-41.9%
PCG vs EFV
+248.5%
-290.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -0.5% | +2.1% | -2.6% | -1.6% |
| 30D | +0.8% | +3.1% | -2.3% | -0.9% |
| 3M | -22.0% | -1.3% | -20.7% | -21.6% |
| 6M | -17.1% | +6.0% | -23.1% | -19.8% |
| YTD | -16.9% | +15.8% | -32.7% | -23.5% |
| 1Y | -19.1% | +21.1% | -40.2% | -27.3% |
| 3Y | -19.4% | +91.0% | -110.4% | -43.5% |
| 5Y | +9.0% | +94.3% | -85.3% | -24.3% |
| 10Y | -76.2% | +160.4% | -236.6% | -85.5% |
| All | -41.9% | +248.5% | -290.4% | -71.7% |
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