+7.1%
PCG vs EW
+7,833.4%
-7,826.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.5% |
| 7D | 0.0% | +6.8% | -6.8% | -1.3% |
| 30D | +5.8% | +16.6% | -10.7% | +2.7% |
| 3M | -22.8% | +13.3% | -36.1% | -24.8% |
| 6M | -18.4% | +21.6% | -40.0% | -21.7% |
| YTD | -16.9% | +18.3% | -35.1% | -20.0% |
| 1Y | -17.6% | +21.7% | -39.3% | -21.3% |
| 3Y | -20.0% | +50.3% | -70.3% | -28.4% |
| 5Y | +16.0% | -15.0% | +31.0% | +14.4% |
| 10Y | -76.7% | +237.5% | -314.1% | -82.1% |
| All | +7.1% | +7,833.4% | -7,826.3% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling