-14.6%
PCG vs EQT
+33.4%
-47.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | +6.5% | -2.0% | +8.5% | +6.8% |
| 30D | -16.7% | +1.0% | -17.7% | -16.8% |
| 3M | -14.2% | +4.0% | -18.2% | -14.7% |
| 6M | -21.5% | -11.7% | -9.8% | -20.3% |
| YTD | -11.2% | +2.8% | -14.0% | -12.0% |
| 1Y | -4.2% | +10.0% | -14.2% | -6.1% |
| All | -14.6% | +33.4% | -47.9% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling