+0.7%
PCG vs EXEL
+273.2%
-272.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -13.9% | +8.4% | -22.2% | -14.4% |
| 30D | -16.9% | +4.1% | -20.9% | -17.1% |
| 3M | -14.7% | +12.4% | -27.2% | -15.5% |
| 6M | -23.8% | +41.5% | -65.4% | -25.8% |
| YTD | -10.5% | +34.6% | -45.1% | -12.6% |
| 1Y | -5.1% | +57.9% | -63.0% | -8.6% |
| 3Y | -11.6% | +159.5% | -171.1% | -18.5% |
| 5Y | +59.0% | +198.5% | -139.5% | +44.3% |
| 10Y | -75.7% | +411.4% | -487.1% | -79.4% |
| All | +0.7% | +273.2% | -272.5% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling