-75.2%
PCG vs EMR
+268.7%
-343.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.1% | +3.8% |
| 7D | +5.4% | +3.1% | +2.3% | +4.1% |
| 30D | -15.1% | -3.5% | -11.6% | -13.9% |
| 3M | -9.8% | +9.8% | -19.6% | -13.7% |
| 6M | -18.0% | +10.8% | -28.8% | -22.4% |
| YTD | -7.2% | +15.9% | -23.2% | -14.6% |
| 1Y | +2.9% | +16.4% | -13.6% | -5.9% |
| 3Y | -11.1% | +62.1% | -73.2% | -32.7% |
| 5Y | +61.8% | +62.9% | -1.1% | +19.7% |
| 10Y | -75.2% | +267.8% | -342.9% | -86.8% |
| All | -75.2% | +268.7% | -343.8% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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