-19.2%
PCG vs EMR
+103.5%
-122.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | -2.0% | -0.3% | -1.9% |
| 30D | -0.5% | +2.8% | -3.3% | -1.0% |
| 3M | -24.0% | +2.0% | -25.9% | -24.3% |
| 6M | -18.6% | +20.7% | -39.3% | -21.4% |
| YTD | -17.7% | +27.3% | -45.0% | -21.8% |
| 1Y | -20.0% | +31.0% | -51.0% | -24.6% |
| All | -19.2% | +103.5% | -122.7% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling