-76.0%
PCG vs EXC
+153.9%
-229.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.2% |
| 7D | -13.9% | +0.3% | -14.1% | -14.0% |
| 30D | -16.9% | -3.7% | -13.1% | -14.5% |
| 3M | -14.7% | -1.3% | -13.4% | -14.0% |
| 6M | -23.8% | -9.7% | -14.1% | -18.3% |
| YTD | -10.5% | +2.9% | -13.4% | -12.7% |
| 1Y | -5.1% | +4.4% | -9.5% | -8.4% |
| 3Y | -11.6% | +22.2% | -33.8% | -25.0% |
| 5Y | +59.0% | +46.7% | +12.3% | +15.0% |
| All | -76.0% | +153.9% | -229.8% | -87.0% |
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