-77.6%
PCG vs EXEL
+461.0%
-538.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +1.4% | +19.0% | -17.6% | -0.7% |
| 3M | -23.4% | +33.3% | -56.7% | -26.0% |
| 6M | -19.4% | +42.9% | -62.2% | -22.9% |
| YTD | -18.5% | +58.7% | -77.2% | -23.3% |
| 1Y | -19.5% | +70.5% | -90.1% | -25.0% |
| 3Y | -21.0% | +233.8% | -254.8% | -33.6% |
| 5Y | +13.7% | +259.3% | -245.6% | -6.4% |
| All | -77.6% | +461.0% | -538.7% | -80.1% |
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