-76.7%
PCG vs EW
+236.4%
-313.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.6% |
| 7D | -1.1% | +12.3% | -13.3% | -4.1% |
| 30D | +0.1% | +22.9% | -22.8% | -5.4% |
| 3M | -24.4% | +16.7% | -41.1% | -27.7% |
| 6M | -17.7% | +31.0% | -48.6% | -23.9% |
| YTD | -17.4% | +22.8% | -40.2% | -22.6% |
| 1Y | -19.4% | +25.6% | -44.9% | -25.0% |
| 3Y | -18.6% | +62.0% | -80.6% | -33.2% |
| 5Y | +10.2% | -12.8% | +23.0% | +8.6% |
| 10Y | -76.7% | +239.8% | -316.5% | -83.4% |
| All | -76.7% | +236.4% | -313.1% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling