-2.7%
PCG vs EL
+1,792.3%
-1,795.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +1.4% | +16.5% | -15.1% | -1.6% |
| 3M | -23.4% | +29.2% | -52.6% | -27.4% |
| 6M | -19.4% | +27.9% | -47.3% | -23.8% |
| YTD | -18.5% | +6.2% | -24.7% | -21.1% |
| 1Y | -19.5% | +27.2% | -46.7% | -24.9% |
| 3Y | -21.0% | +3.2% | -24.2% | -26.4% |
| 5Y | +13.7% | -66.0% | +79.7% | +30.6% |
| 10Y | -77.2% | +58.3% | -135.5% | -80.7% |
| All | -2.7% | +1,792.3% | -1,795.1% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling