-38.5%
PCG vs ET
+1,435.0%
-1,473.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | +0.9% | -14.7% | -14.1% |
| 30D | -16.9% | +7.5% | -24.3% | -18.1% |
| 3M | -14.7% | +11.4% | -26.1% | -16.6% |
| 6M | -23.8% | +18.5% | -42.4% | -26.4% |
| YTD | -10.5% | +37.4% | -47.9% | -15.9% |
| 1Y | -5.1% | +30.9% | -36.0% | -10.1% |
| 3Y | -11.6% | +98.7% | -110.3% | -22.9% |
| 5Y | +59.0% | +230.7% | -171.7% | +25.8% |
| 10Y | -75.7% | +175.6% | -251.3% | -81.3% |
| All | -38.5% | +1,435.0% | -1,473.5% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling