-76.0%
PCG vs EXC
+205.3%
-281.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.2% |
| 7D | +2.2% | +1.4% | +0.8% | +1.2% |
| 30D | +0.8% | +8.6% | -7.8% | -5.2% |
| 3M | -23.8% | +2.4% | -26.2% | -25.1% |
| 6M | -19.6% | +6.5% | -26.1% | -23.3% |
| YTD | -16.7% | +9.0% | -25.8% | -22.2% |
| 1Y | -19.4% | +4.6% | -24.0% | -22.4% |
| 3Y | -18.3% | +33.5% | -51.8% | -35.1% |
| 5Y | +10.4% | +41.4% | -31.0% | -17.8% |
| All | -76.0% | +205.3% | -281.3% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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