-76.4%
PCG vs EW
+242.2%
-318.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -2.2% | +6.5% | -8.7% | -3.9% |
| 30D | -0.5% | +22.5% | -22.9% | -5.8% |
| 3M | -24.0% | +13.0% | -36.9% | -26.6% |
| 6M | -18.6% | +37.1% | -55.7% | -25.7% |
| YTD | -17.7% | +24.1% | -41.8% | -23.1% |
| 1Y | -20.0% | +24.2% | -44.3% | -25.4% |
| 3Y | -20.2% | +64.8% | -85.0% | -34.9% |
| 5Y | +8.4% | -7.4% | +15.8% | +4.6% |
| 10Y | -76.4% | +248.8% | -325.2% | -83.3% |
| All | -76.4% | +242.2% | -318.6% | -83.3% |
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