-75.3%
PCG vs EFX
+38.5%
-113.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.6% |
| 7D | +6.5% | -9.4% | +15.8% | +9.6% |
| 30D | -16.7% | -6.9% | -9.8% | -15.0% |
| 3M | -14.2% | +0.1% | -14.3% | -14.8% |
| 6M | -21.5% | -17.3% | -4.1% | -17.7% |
| YTD | -11.2% | -21.8% | +10.6% | -5.9% |
| 1Y | -4.2% | -32.5% | +28.3% | +6.2% |
| 3Y | -14.9% | -12.3% | -2.5% | -17.5% |
| 5Y | +54.2% | -36.6% | +90.9% | +64.5% |
| 10Y | -75.3% | +41.0% | -116.4% | -82.5% |
| All | -75.3% | +38.5% | -113.8% | -82.5% |
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