-75.3%
PCG vs EME
+1,266.0%
-1,341.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.8% | -3.6% |
| 7D | +6.5% | +2.7% | +3.7% | +5.7% |
| 30D | -16.7% | -6.8% | -9.9% | -15.1% |
| 3M | -14.2% | -8.8% | -5.3% | -12.9% |
| 6M | -21.5% | +5.0% | -26.4% | -24.0% |
| YTD | -11.2% | +23.5% | -34.7% | -18.7% |
| 1Y | -4.2% | +21.3% | -25.5% | -13.2% |
| 3Y | -14.9% | +241.1% | -255.9% | -49.6% |
| 5Y | +54.2% | +549.2% | -494.9% | -31.5% |
| 10Y | -75.3% | +1,306.4% | -1,381.7% | -91.3% |
| All | -75.3% | +1,266.0% | -1,341.3% | -91.3% |
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