-76.7%
PCG vs EFX
+63.8%
-140.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -1.1% | -2.2% | +1.1% | -0.4% |
| 30D | +0.1% | +29.2% | -29.1% | -7.9% |
| 3M | -24.4% | +3.5% | -27.9% | -25.7% |
| 6M | -17.7% | +7.8% | -25.4% | -20.7% |
| YTD | -17.4% | -12.4% | -5.0% | -16.0% |
| 1Y | -19.4% | -8.2% | -11.1% | -19.4% |
| 3Y | -18.6% | +4.7% | -23.3% | -25.7% |
| 5Y | +10.2% | -32.0% | +42.3% | +15.5% |
| 10Y | -76.7% | +69.1% | -145.7% | -84.3% |
| All | -76.7% | +63.8% | -140.5% | -84.3% |
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