-77.6%
PCG vs EW
+236.3%
-313.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -1.6% | +11.0% | -12.6% | -4.4% |
| 30D | +1.4% | +19.1% | -17.7% | -3.3% |
| 3M | -23.4% | +14.4% | -37.7% | -26.3% |
| 6M | -19.4% | +22.8% | -42.1% | -24.2% |
| YTD | -18.5% | +19.8% | -38.3% | -23.1% |
| 1Y | -19.5% | +23.9% | -43.4% | -24.9% |
| 3Y | -21.0% | +52.2% | -73.2% | -33.8% |
| 5Y | +13.7% | -13.9% | +27.7% | +12.3% |
| All | -77.6% | +236.3% | -313.9% | -83.9% |
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