-19.6%
PCG vs EXE
-22.4%
+2.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -1.1% | -3.9% | +2.9% | -0.7% |
| 30D | +0.1% | -2.6% | +2.6% | +0.3% |
| 3M | -24.4% | -6.9% | -17.6% | -24.0% |
| 6M | -17.7% | -9.3% | -8.3% | -17.0% |
| YTD | -17.4% | -20.7% | +3.3% | -15.0% |
| All | -19.6% | -22.4% | +2.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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