-75.3%
PCG vs ETR
+288.4%
-363.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.3% |
| 7D | +6.5% | +0.4% | +6.1% | +6.2% |
| 30D | -16.7% | +2.0% | -18.8% | -17.9% |
| 3M | -14.2% | -1.7% | -12.5% | -13.1% |
| 6M | -21.5% | +3.6% | -25.0% | -23.9% |
| YTD | -11.2% | +18.0% | -29.2% | -22.0% |
| 1Y | -4.2% | +26.2% | -30.4% | -20.0% |
| 3Y | -14.9% | +148.0% | -162.9% | -59.4% |
| 5Y | +54.2% | +126.1% | -71.8% | -22.7% |
| 10Y | -75.3% | +302.3% | -377.6% | -91.4% |
| All | -75.3% | +288.4% | -363.7% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ETR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling