+14.1%
PCG vs ETR
+152.2%
-138.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | +1.4% | +7.5% | -6.1% | -2.8% |
| 3M | -23.4% | +4.4% | -27.8% | -25.3% |
| 6M | -19.4% | -1.5% | -17.8% | -18.7% |
| YTD | -18.5% | +21.8% | -40.3% | -27.4% |
| 1Y | -19.5% | +18.4% | -37.9% | -27.2% |
| 3Y | -21.0% | +148.5% | -169.5% | -55.2% |
| All | +14.1% | +152.2% | -138.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling