+61.8%
PCG vs EME
+565.5%
-503.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.2% |
| 7D | +5.4% | +5.2% | +0.2% | +4.6% |
| 30D | -15.1% | -5.4% | -9.8% | -14.5% |
| 3M | -9.8% | -6.1% | -3.7% | -9.4% |
| 6M | -18.0% | +9.7% | -27.7% | -20.1% |
| YTD | -7.2% | +26.6% | -33.8% | -12.4% |
| 1Y | +2.9% | +24.6% | -21.8% | -3.7% |
| 3Y | -11.1% | +249.6% | -260.7% | -38.5% |
| 5Y | +61.8% | +556.6% | -494.8% | -15.6% |
| All | +61.8% | +565.5% | -503.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling