-19.6%
PCG vs ETR
+17.9%
-37.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | -1.1% | +1.7% | -2.8% | -2.1% |
| 30D | +0.1% | +8.7% | -8.7% | -5.2% |
| 3M | -24.4% | +4.9% | -29.4% | -26.7% |
| 6M | -17.7% | +0.8% | -18.4% | -18.4% |
| YTD | -17.4% | +23.1% | -40.6% | -26.6% |
| All | -19.6% | +17.9% | -37.5% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling