-23.8%
PCG vs EMR
+4.5%
-28.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.3% |
| 7D | -13.9% | -1.5% | -12.3% | -13.6% |
| 30D | -16.9% | -5.6% | -11.2% | -16.5% |
| 3M | -14.7% | +7.9% | -22.7% | -15.1% |
| 6M | -23.8% | +6.0% | -29.8% | -24.4% |
| All | -23.8% | +4.5% | -28.3% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling