-74.2%
PCG vs ETR
+293.3%
-367.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.5% | +2.8% |
| 7D | +5.4% | +1.4% | +4.0% | +4.4% |
| 30D | -15.1% | +1.9% | -17.0% | -16.3% |
| 3M | -9.8% | +1.0% | -10.8% | -10.5% |
| 6M | -18.0% | +4.8% | -22.9% | -21.3% |
| YTD | -7.2% | +19.5% | -26.8% | -19.3% |
| 1Y | +2.9% | +28.1% | -25.2% | -15.1% |
| 3Y | -11.1% | +151.1% | -162.2% | -58.0% |
| 5Y | +61.8% | +125.2% | -63.4% | -18.5% |
| All | -74.2% | +293.3% | -367.6% | -91.1% |
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