+54.5%
PCG vs EXEL
+199.5%
-145.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -13.9% | +8.4% | -22.2% | -14.6% |
| 30D | -16.9% | +4.1% | -20.9% | -17.3% |
| 3M | -14.7% | +12.4% | -27.2% | -15.8% |
| 6M | -23.8% | +41.5% | -65.4% | -26.7% |
| YTD | -10.5% | +34.6% | -45.1% | -13.6% |
| 1Y | -5.1% | +57.9% | -63.0% | -10.4% |
| 3Y | -11.6% | +159.5% | -171.1% | -23.7% |
| All | +54.5% | +199.5% | -145.1% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling