+105.7%
PCG vs EMR
+4,039.8%
-3,934.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | -13.9% | -1.5% | -12.3% | -13.4% |
| 30D | -16.9% | -5.6% | -11.2% | -15.2% |
| 3M | -14.7% | +7.9% | -22.7% | -17.4% |
| 6M | -23.8% | +6.0% | -29.8% | -26.1% |
| YTD | -10.5% | +16.4% | -26.9% | -16.4% |
| 1Y | -5.1% | +16.6% | -21.7% | -11.7% |
| 3Y | -11.6% | +62.9% | -74.5% | -28.6% |
| 5Y | +59.0% | +60.1% | -1.1% | +27.7% |
| 10Y | -75.7% | +268.8% | -344.5% | -85.8% |
| All | +105.7% | +4,039.8% | -3,934.1% | -47.1% |
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