-76.2%
PCG vs EXPE
+112.4%
-188.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -0.5% | -11.2% | +10.7% | +1.9% |
| 30D | +0.8% | -7.5% | +8.2% | +1.9% |
| 3M | -22.0% | -19.1% | -3.0% | -18.8% |
| 6M | -17.1% | +10.7% | -27.8% | -20.5% |
| YTD | -16.9% | -9.9% | -6.9% | -17.6% |
| 1Y | -19.1% | -4.6% | -14.4% | -21.2% |
| 3Y | -19.4% | +116.8% | -136.2% | -40.8% |
| 5Y | +9.0% | +38.6% | -29.6% | -12.7% |
| 10Y | -76.2% | +115.9% | -192.0% | -87.0% |
| All | -76.2% | +112.4% | -188.6% | -87.0% |
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