+8.1%
PCG vs EMR
+87.7%
-79.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | +2.7% | -4.6% | -2.7% |
| 30D | -2.7% | +2.1% | -4.8% | -3.3% |
| 3M | -25.1% | +2.3% | -27.3% | -25.6% |
| 6M | -22.3% | +22.5% | -44.8% | -27.0% |
| YTD | -18.5% | +27.2% | -45.7% | -25.1% |
| 1Y | -21.8% | +28.0% | -49.8% | -28.4% |
| 3Y | -21.0% | +103.4% | -124.5% | -41.8% |
| 5Y | +8.1% | +88.2% | -80.1% | -20.4% |
| All | +8.1% | +87.7% | -79.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling