-20.0%
PCG vs EXEL
+70.6%
-90.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.2% | -2.8% | +0.6% | -2.1% |
| 30D | -0.5% | +18.2% | -18.6% | -1.2% |
| 3M | -24.0% | +37.7% | -61.7% | -24.9% |
| 6M | -18.6% | +42.2% | -60.8% | -19.2% |
| YTD | -17.7% | +61.3% | -79.0% | -17.7% |
| 1Y | -20.0% | +64.5% | -84.5% | -20.6% |
| All | -20.0% | +70.6% | -90.6% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling