+9.2%
PCG vs EW
-7.9%
+17.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -2.2% | +6.5% | -8.7% | -3.4% |
| 30D | -0.5% | +22.5% | -22.9% | -4.2% |
| 3M | -24.0% | +13.0% | -36.9% | -25.8% |
| 6M | -18.6% | +37.1% | -55.7% | -23.6% |
| YTD | -17.7% | +24.1% | -41.8% | -21.4% |
| 1Y | -20.0% | +24.2% | -44.3% | -23.7% |
| 3Y | -20.2% | +64.8% | -85.0% | -31.6% |
| All | +9.2% | -7.9% | +17.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling