-10.5%
PCG vs EL
-31.7%
+21.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.9% |
| 3M | -14.7% | +25.7% | -40.4% | -16.2% |
| 6M | -23.8% | +5.4% | -29.3% | -24.3% |
| YTD | -10.5% | +0.2% | -10.7% | -11.0% |
| 1Y | -5.1% | +20.4% | -25.6% | -7.0% |
| All | -10.5% | -31.7% | +21.2% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling