-0.7%
PCG vs EL
+17.6%
-18.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.5% | +2.2% |
| 7D | -13.9% | +0.8% | -14.7% | -13.9% |
| 30D | -16.9% | +19.8% | -36.7% | -17.8% |
| 3M | -14.7% | +25.7% | -40.4% | -16.0% |
| 6M | -23.8% | +5.4% | -29.3% | -23.8% |
| YTD | -10.5% | +0.2% | -10.7% | -11.1% |
| All | -0.7% | +17.6% | -18.4% | -3.3% |
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