+105.7%
PCG vs ETR
+4,412.2%
-4,306.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -13.9% | +1.4% | -15.3% | -14.6% |
| 30D | -16.9% | +1.0% | -17.8% | -17.4% |
| 3M | -14.7% | -1.3% | -13.5% | -14.1% |
| 6M | -23.8% | +1.9% | -25.7% | -25.0% |
| YTD | -10.5% | +18.2% | -28.7% | -19.6% |
| 1Y | -5.1% | +24.7% | -29.8% | -17.5% |
| 3Y | -11.6% | +150.7% | -162.3% | -51.2% |
| 5Y | +59.0% | +127.0% | -68.0% | -7.8% |
| 10Y | -75.7% | +295.5% | -371.2% | -89.6% |
| All | +105.7% | +4,412.2% | -4,306.5% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling