-76.0%
PCG vs EXPD
+335.0%
-411.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.2% | +5.5% | -3.4% | +0.3% |
| 30D | +0.8% | -0.8% | +1.6% | +0.9% |
| 3M | -23.8% | +4.1% | -27.9% | -25.1% |
| 6M | -19.6% | +25.7% | -45.3% | -26.3% |
| YTD | -16.7% | +31.4% | -48.1% | -25.9% |
| 1Y | -19.4% | +42.2% | -61.6% | -30.5% |
| 3Y | -18.3% | +77.2% | -95.5% | -37.2% |
| 5Y | +10.4% | +61.0% | -50.6% | -13.6% |
| All | -76.0% | +335.0% | -411.0% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling