-76.7%
PCG vs EMR
+319.4%
-396.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | -0.4% |
| 7D | -1.1% | +2.1% | -3.2% | -2.0% |
| 30D | +0.1% | +4.8% | -4.7% | -1.9% |
| 3M | -24.4% | +7.5% | -31.9% | -26.8% |
| 6M | -17.7% | +20.9% | -38.5% | -24.5% |
| YTD | -17.4% | +29.2% | -46.6% | -27.4% |
| 1Y | -19.4% | +33.0% | -52.3% | -30.2% |
| 3Y | -18.6% | +109.8% | -128.3% | -45.3% |
| 5Y | +10.2% | +91.9% | -81.7% | -24.2% |
| 10Y | -76.7% | +301.5% | -378.2% | -87.5% |
| All | -76.7% | +319.4% | -396.1% | -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