+14.1%
PCG vs EXC
+41.2%
-27.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.8% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | +1.4% | +10.0% | -8.5% | -4.5% |
| 3M | -23.4% | +1.6% | -25.0% | -24.2% |
| 6M | -19.4% | +3.3% | -22.6% | -21.0% |
| YTD | -18.5% | +7.6% | -26.0% | -22.3% |
| 1Y | -19.5% | +3.5% | -23.0% | -21.5% |
| 3Y | -21.0% | +27.7% | -48.6% | -32.7% |
| All | +14.1% | +41.2% | -27.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling