-76.7%
PCG vs EXPE
+119.8%
-196.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.1% | -13.3% | +12.3% | +1.9% |
| 30D | +0.1% | -5.5% | +5.6% | +0.7% |
| 3M | -24.4% | -16.5% | -8.0% | -21.9% |
| 6M | -17.7% | +13.1% | -30.7% | -21.4% |
| YTD | -17.4% | -8.0% | -9.4% | -18.5% |
| 1Y | -19.4% | +1.1% | -20.5% | -22.7% |
| 3Y | -18.6% | +131.2% | -149.7% | -41.2% |
| 5Y | +10.2% | +39.8% | -29.5% | -11.8% |
| 10Y | -76.7% | +118.5% | -195.2% | -87.3% |
| All | -76.7% | +119.8% | -196.5% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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