-16.0%
PCG vs ELV
+42.6%
-58.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.4% |
| 7D | +1.9% | +4.8% | -2.9% | +1.5% |
| 30D | +8.5% | +10.1% | -1.6% | +7.5% |
| 3M | -22.9% | +15.4% | -38.3% | -23.8% |
| 6M | -16.8% | +17.7% | -34.5% | -17.9% |
| YTD | -15.8% | +25.7% | -41.5% | -17.3% |
| 1Y | -16.0% | +39.9% | -55.9% | -19.3% |
| All | -16.0% | +42.6% | -58.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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