-76.7%
PCG vs EL
+63.1%
-139.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.8% |
| 7D | -1.1% | +8.0% | -9.1% | -2.6% |
| 30D | +0.1% | +15.4% | -15.3% | -2.8% |
| 3M | -24.4% | +28.5% | -52.9% | -28.4% |
| 6M | -17.7% | +32.2% | -49.9% | -22.8% |
| YTD | -17.4% | +9.2% | -26.6% | -20.5% |
| 1Y | -19.4% | +30.8% | -50.2% | -25.5% |
| 3Y | -18.6% | +3.7% | -22.3% | -24.6% |
| 5Y | +10.2% | -64.8% | +75.0% | +39.1% |
| 10Y | -76.7% | +60.0% | -136.7% | -79.0% |
| All | -76.7% | +63.1% | -139.7% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling