+9.3%
PCG vs EXEL
+281.2%
-271.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | +0.8% | +13.1% | -12.4% | -0.7% |
| 3M | -23.8% | +36.3% | -60.1% | -26.5% |
| 6M | -19.6% | +34.5% | -54.1% | -22.4% |
| YTD | -16.7% | +57.4% | -74.2% | -21.2% |
| 1Y | -19.4% | +62.9% | -82.3% | -24.1% |
| 3Y | -18.3% | +229.5% | -247.8% | -32.5% |
| All | +9.3% | +281.2% | -271.9% | -12.9% |
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