-77.6%
PCG vs EMR
+312.7%
-390.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.6% | -1.6% | 0.0% | -1.0% |
| 30D | +1.4% | +2.0% | -0.6% | +0.5% |
| 3M | -23.4% | +3.8% | -27.2% | -24.7% |
| 6M | -19.4% | +10.5% | -29.9% | -23.4% |
| YTD | -18.5% | +23.7% | -42.2% | -27.0% |
| 1Y | -19.5% | +25.4% | -44.9% | -28.6% |
| 3Y | -21.0% | +86.6% | -107.5% | -43.9% |
| 5Y | +13.7% | +83.0% | -69.3% | -20.0% |
| All | -77.6% | +312.7% | -390.4% | -87.1% |
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