+91.1%
PCG vs EXC
+2,516.2%
-2,425.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.8% |
| 30D | +5.8% | +11.6% | -5.8% | -0.5% |
| 3M | -22.8% | +2.7% | -25.4% | -23.9% |
| 6M | -18.4% | +2.7% | -21.1% | -19.7% |
| YTD | -16.9% | +9.7% | -26.6% | -21.2% |
| 1Y | -17.6% | +4.5% | -22.1% | -19.8% |
| 3Y | -20.0% | +28.5% | -48.4% | -31.0% |
| 5Y | +16.0% | +43.9% | -27.9% | -6.7% |
| 10Y | -76.7% | +183.7% | -260.4% | -86.6% |
| All | +91.1% | +2,516.2% | -2,425.1% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling