-76.2%
PCG vs EW
+234.0%
-310.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | +9.3% | -9.7% | -2.8% |
| 30D | +0.8% | +22.1% | -21.3% | -4.6% |
| 3M | -22.0% | +13.0% | -35.1% | -24.8% |
| 6M | -17.1% | +30.1% | -47.2% | -23.3% |
| YTD | -16.9% | +22.0% | -38.9% | -22.0% |
| 1Y | -19.1% | +23.7% | -42.8% | -24.4% |
| 3Y | -19.4% | +62.0% | -81.4% | -33.9% |
| 5Y | +9.0% | -12.4% | +21.4% | +7.2% |
| 10Y | -76.2% | +236.1% | -312.2% | -83.0% |
| All | -76.2% | +234.0% | -310.2% | -83.0% |
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