-76.0%
PCG vs EW
+254.3%
-330.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | +2.2% | +4.9% | -2.7% | +0.8% |
| 30D | +0.8% | +23.9% | -23.2% | -5.0% |
| 3M | -23.8% | +15.8% | -39.6% | -27.0% |
| 6M | -19.6% | +31.7% | -51.3% | -25.8% |
| YTD | -16.7% | +25.7% | -42.4% | -22.5% |
| 1Y | -19.4% | +24.4% | -43.8% | -24.8% |
| 3Y | -18.3% | +65.9% | -84.2% | -33.4% |
| 5Y | +10.4% | -7.6% | +18.0% | +6.8% |
| All | -76.0% | +254.3% | -330.3% | -83.1% |
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