-16.0%
PCG vs EW
+19.7%
-35.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.8% |
| 7D | +1.9% | +8.3% | -6.4% | +1.8% |
| 30D | +8.5% | +13.9% | -5.4% | +8.4% |
| 3M | -22.9% | +10.9% | -33.8% | -23.1% |
| 6M | -16.8% | +19.2% | -36.0% | -17.3% |
| YTD | -15.8% | +16.6% | -32.3% | -15.8% |
| 1Y | -16.0% | +18.1% | -34.1% | -15.8% |
| All | -16.0% | +19.7% | -35.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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