+24.0%
PCG vs EME
+52,338.7%
-52,314.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -0.5% | -8.8% | +8.3% | +0.9% |
| 30D | +0.8% | -18.2% | +19.0% | +4.0% |
| 3M | -22.0% | -20.2% | -1.8% | -19.3% |
| 6M | -17.1% | -29.9% | +12.8% | -12.9% |
| YTD | -16.9% | +5.7% | -22.6% | -19.0% |
| 1Y | -19.1% | -1.5% | -17.6% | -20.3% |
| 3Y | -19.4% | +208.4% | -227.9% | -36.7% |
| 5Y | +9.0% | +401.9% | -392.9% | -22.0% |
| 10Y | -76.2% | +914.2% | -990.4% | -85.0% |
| All | +24.0% | +52,338.7% | -52,314.7% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling