-75.3%
PCG vs ET
+166.1%
-241.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.0% | -4.5% |
| 7D | +6.5% | +0.6% | +5.8% | +6.2% |
| 30D | -16.7% | +5.3% | -22.0% | -18.2% |
| 3M | -14.2% | +15.6% | -29.8% | -18.3% |
| 6M | -21.5% | +20.6% | -42.1% | -26.3% |
| YTD | -11.2% | +38.5% | -49.7% | -20.5% |
| 1Y | -4.2% | +35.7% | -39.9% | -13.7% |
| 3Y | -14.9% | +98.4% | -113.2% | -33.0% |
| 5Y | +54.2% | +245.3% | -191.0% | +0.3% |
| 10Y | -75.3% | +173.7% | -249.1% | -83.3% |
| All | -75.3% | +166.1% | -241.4% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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