-77.6%
PCG vs EXC
+175.8%
-253.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -0.8% |
| 30D | +1.4% | +10.0% | -8.5% | -5.4% |
| 3M | -23.4% | +1.6% | -25.0% | -24.3% |
| 6M | -19.4% | +3.3% | -22.6% | -21.3% |
| YTD | -18.5% | +7.6% | -26.0% | -23.1% |
| 1Y | -19.5% | +3.5% | -23.0% | -21.9% |
| 3Y | -21.0% | +27.7% | -48.6% | -35.1% |
| 5Y | +13.7% | +41.1% | -27.4% | -15.1% |
| All | -77.6% | +175.8% | -253.4% | -88.3% |
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