+54.5%
PCG vs EXE
+109.5%
-55.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | -13.9% | -0.3% | -13.6% | -13.8% |
| 30D | -16.9% | +8.5% | -25.3% | -18.3% |
| 3M | -14.7% | +5.5% | -20.2% | -15.8% |
| 6M | -23.8% | -5.9% | -17.9% | -23.1% |
| YTD | -10.5% | -9.7% | -0.8% | -9.1% |
| 1Y | -5.1% | +3.6% | -8.7% | -6.7% |
| 3Y | -11.6% | +18.0% | -29.6% | -16.4% |
| All | +54.5% | +109.5% | -55.0% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling