+8.4%
PCG vs ET
+216.9%
-208.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | +1.8% | -4.0% | -2.9% |
| 30D | -0.5% | -3.0% | +2.5% | +0.5% |
| 3M | -24.0% | -4.7% | -19.3% | -22.9% |
| 6M | -18.6% | +2.7% | -21.3% | -19.9% |
| YTD | -17.7% | +26.5% | -44.2% | -25.4% |
| 1Y | -20.0% | +25.0% | -45.0% | -27.2% |
| 3Y | -20.2% | +85.4% | -105.6% | -39.7% |
| 5Y | +8.4% | +215.5% | -207.1% | -31.6% |
| All | +8.4% | +216.9% | -208.5% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling