-76.0%
PCG vs EQT
+62.0%
-138.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +2.2% | +6.9% | -4.7% | +1.4% |
| 30D | +0.8% | +0.4% | +0.3% | +0.7% |
| 3M | -23.8% | -2.0% | -21.8% | -23.7% |
| 6M | -19.6% | -5.0% | -14.6% | -19.3% |
| YTD | -16.7% | -0.3% | -16.4% | -17.0% |
| 1Y | -19.4% | -11.3% | -8.1% | -18.7% |
| 3Y | -18.3% | +38.3% | -56.6% | -22.0% |
| 5Y | +10.4% | +166.4% | -155.9% | -0.9% |
| All | -76.0% | +62.0% | -138.0% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling