+89.2%
PCG vs EMR
+4,425.6%
-4,336.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | -2.0% | -0.3% | -1.6% |
| 30D | -0.5% | +2.8% | -3.3% | -1.5% |
| 3M | -24.0% | +2.0% | -25.9% | -24.6% |
| 6M | -18.6% | +20.7% | -39.3% | -24.3% |
| YTD | -17.7% | +27.3% | -45.0% | -25.5% |
| 1Y | -20.0% | +31.0% | -51.0% | -28.5% |
| 3Y | -20.2% | +103.6% | -123.8% | -40.5% |
| 5Y | +8.4% | +88.6% | -80.2% | -17.7% |
| 10Y | -76.4% | +280.6% | -357.0% | -86.3% |
| All | +89.2% | +4,425.6% | -4,336.4% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling