+105.7%
PCG vs EXPD
+30,859.1%
-30,753.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | -13.9% | -1.1% | -12.7% | -13.7% |
| 30D | -16.9% | +4.1% | -20.9% | -17.4% |
| 3M | -14.7% | +17.9% | -32.6% | -17.0% |
| 6M | -23.8% | +29.2% | -53.0% | -27.0% |
| YTD | -10.5% | +27.4% | -37.9% | -14.3% |
| 1Y | -5.1% | +56.8% | -61.9% | -12.2% |
| 3Y | -11.6% | +68.0% | -79.6% | -19.6% |
| 5Y | +59.0% | +61.9% | -2.9% | +44.1% |
| 10Y | -75.7% | +316.0% | -391.7% | -80.8% |
| All | +105.7% | +30,859.1% | -30,753.4% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling