-76.4%
PCG vs EME
+948.4%
-1,024.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.9% |
| 7D | -2.2% | +4.3% | -6.5% | -3.5% |
| 30D | -0.5% | -14.4% | +13.9% | +3.5% |
| 3M | -24.0% | -18.3% | -5.6% | -20.1% |
| 6M | -18.6% | -28.3% | +9.7% | -12.1% |
| YTD | -17.7% | +9.2% | -26.9% | -22.7% |
| 1Y | -20.0% | +4.3% | -24.3% | -24.0% |
| 3Y | -20.2% | +218.6% | -238.9% | -52.9% |
| 5Y | +8.4% | +421.0% | -412.7% | -49.3% |
| 10Y | -76.4% | +928.3% | -1,004.7% | -91.7% |
| All | -76.4% | +948.4% | -1,024.8% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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