-76.2%
PCG vs EMR
+282.1%
-358.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -0.5% | +0.7% | -1.1% | -0.8% |
| 30D | +0.8% | +3.5% | -2.8% | -0.8% |
| 3M | -22.0% | +5.9% | -28.0% | -24.0% |
| 6M | -17.1% | +19.4% | -36.5% | -23.7% |
| YTD | -16.9% | +27.7% | -44.5% | -26.6% |
| 1Y | -19.1% | +30.9% | -50.0% | -29.5% |
| 3Y | -19.4% | +104.2% | -123.6% | -45.3% |
| 5Y | +9.0% | +89.6% | -80.6% | -24.8% |
| All | -76.2% | +282.1% | -358.3% | -87.5% |
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