-76.7%
PCG vs EXC
+176.1%
-252.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.1% | -1.7% | +0.7% | +0.1% |
| 30D | +0.1% | +9.3% | -9.2% | -6.3% |
| 3M | -24.4% | +1.0% | -25.5% | -25.1% |
| 6M | -17.7% | +5.9% | -23.6% | -21.1% |
| YTD | -17.4% | +7.6% | -25.1% | -22.1% |
| 1Y | -19.4% | +2.4% | -21.8% | -21.2% |
| 3Y | -18.6% | +30.2% | -48.8% | -34.1% |
| 5Y | +10.2% | +41.4% | -31.1% | -17.8% |
| 10Y | -76.7% | +183.8% | -260.5% | -87.8% |
| All | -76.7% | +176.1% | -252.8% | -87.8% |
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