-19.6%
PCG vs EW
+26.8%
-46.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.3% |
| 7D | -1.1% | +12.3% | -13.3% | -1.2% |
| 30D | +0.1% | +22.9% | -22.8% | -0.1% |
| 3M | -24.4% | +16.7% | -41.1% | -24.7% |
| 6M | -17.7% | +31.0% | -48.6% | -18.4% |
| YTD | -17.4% | +22.8% | -40.2% | -17.6% |
| All | -19.6% | +26.8% | -46.5% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling