-20.0%
PCG vs EXE
+20.0%
-40.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.0% | +3.6% | -5.5% | -2.6% |
| 30D | -2.7% | -4.3% | +1.6% | -2.0% |
| 3M | -25.1% | -7.7% | -17.4% | -24.1% |
| 6M | -22.3% | -7.2% | -15.1% | -21.5% |
| YTD | -18.5% | -18.5% | 0.0% | -15.9% |
| 1Y | -21.8% | -24.4% | +2.5% | -18.1% |
| All | -20.0% | +20.0% | -40.0% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling