-76.2%
PCG vs EXEL
+363.4%
-439.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | +0.8% | +17.9% | -17.1% | -1.4% |
| 3M | -22.0% | +33.3% | -55.3% | -24.9% |
| 6M | -17.1% | +46.6% | -63.6% | -21.2% |
| YTD | -16.9% | +61.0% | -77.9% | -22.2% |
| 1Y | -19.1% | +70.4% | -89.5% | -24.9% |
| 3Y | -19.4% | +236.1% | -255.5% | -33.2% |
| 5Y | +9.0% | +284.8% | -275.8% | -12.4% |
| 10Y | -76.2% | +348.4% | -424.6% | -80.8% |
| All | -76.2% | +363.4% | -439.6% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling