-19.5%
PCG vs EXC
+2.5%
-22.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.7% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | +1.4% | +10.0% | -8.5% | -5.0% |
| 3M | -23.4% | +1.6% | -25.0% | -24.3% |
| 6M | -19.4% | +3.3% | -22.6% | -21.2% |
| YTD | -18.5% | +7.6% | -26.0% | -22.4% |
| 1Y | -19.5% | +3.5% | -23.0% | -21.5% |
| All | -19.5% | +2.5% | -22.0% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling