-76.2%
PCG vs EFX
+69.3%
-145.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | +0.8% | +29.1% | -28.4% | -7.2% |
| 3M | -22.0% | +4.3% | -26.3% | -23.6% |
| 6M | -17.1% | +7.7% | -24.8% | -20.1% |
| YTD | -16.9% | -12.5% | -4.4% | -15.4% |
| 1Y | -19.1% | -8.8% | -10.2% | -18.9% |
| 3Y | -19.4% | +4.3% | -23.8% | -26.4% |
| 5Y | +9.0% | -29.4% | +38.4% | +12.4% |
| 10Y | -76.2% | +78.1% | -154.3% | -84.2% |
| All | -76.2% | +69.3% | -145.5% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling