-16.0%
PCG vs EL
+25.6%
-41.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.5% |
| 7D | +1.9% | +2.5% | -0.6% | +1.8% |
| 30D | +8.5% | +20.1% | -11.6% | +7.4% |
| 3M | -22.9% | +29.3% | -52.2% | -23.9% |
| 6M | -16.8% | +38.8% | -55.5% | -18.2% |
| YTD | -15.8% | +8.1% | -23.9% | -16.8% |
| 1Y | -16.0% | +22.3% | -38.3% | -17.3% |
| All | -16.0% | +25.6% | -41.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling