-76.5%
PCG vs ETR
+379.5%
-455.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +1.5% | -3.5% | -3.0% |
| 30D | -2.7% | +6.6% | -9.3% | -7.3% |
| 3M | -25.1% | +4.4% | -29.5% | -27.5% |
| 6M | -22.3% | -0.3% | -22.0% | -22.3% |
| YTD | -18.5% | +23.3% | -41.8% | -30.7% |
| 1Y | -21.8% | +18.9% | -40.7% | -31.8% |
| 3Y | -21.0% | +155.5% | -176.5% | -63.1% |
| 5Y | +8.1% | +159.9% | -151.8% | -51.6% |
| All | -76.5% | +379.5% | -455.9% | -92.7% |
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