+14.1%
PCG vs EXEL
+260.1%
-246.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | -23.4% | +33.3% | -56.7% | -25.8% |
| 6M | -19.4% | +42.9% | -62.2% | -22.6% |
| YTD | -18.5% | +58.7% | -77.2% | -22.9% |
| 1Y | -19.5% | +70.5% | -90.1% | -24.6% |
| 3Y | -21.0% | +233.8% | -254.8% | -34.5% |
| All | +14.1% | +260.1% | -246.0% | -5.8% |
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 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