-76.7%
PCG vs ETR
+356.9%
-433.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | -1.1% | +1.7% | -2.8% | -2.3% |
| 30D | +0.1% | +8.7% | -8.7% | -6.0% |
| 3M | -24.4% | +4.9% | -29.4% | -27.1% |
| 6M | -17.7% | +0.8% | -18.4% | -18.2% |
| YTD | -17.4% | +23.1% | -40.6% | -29.7% |
| 1Y | -19.4% | +17.9% | -37.3% | -29.2% |
| 3Y | -18.6% | +154.5% | -173.1% | -61.8% |
| 5Y | +10.2% | +160.3% | -150.1% | -50.7% |
| 10Y | -76.7% | +366.9% | -443.6% | -92.6% |
| All | -76.7% | +356.9% | -433.6% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling