-19.4%
PCG vs EXPD
+72.7%
-92.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.7% |
| 7D | 0.0% | -4.8% | +4.8% | +0.6% |
| 30D | +5.8% | -1.5% | +7.4% | +6.0% |
| 3M | -22.8% | +4.1% | -26.9% | -23.3% |
| 6M | -18.4% | +24.0% | -42.4% | -21.1% |
| YTD | -16.9% | +27.4% | -44.3% | -20.6% |
| 1Y | -17.6% | +38.4% | -56.0% | -22.9% |
| All | -19.4% | +72.7% | -92.1% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling