-76.5%
PCG vs EXPE
+126.2%
-202.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.0% | -4.2% | +2.2% | -1.0% |
| 30D | -2.7% | -4.5% | +1.8% | -2.3% |
| 3M | -25.1% | -19.7% | -5.4% | -21.8% |
| 6M | -22.3% | +18.3% | -40.6% | -26.6% |
| YTD | -18.5% | -7.3% | -11.2% | -19.7% |
| 1Y | -21.8% | -3.9% | -17.9% | -24.0% |
| 3Y | -21.0% | +123.0% | -144.0% | -42.3% |
| 5Y | +8.1% | +47.9% | -39.9% | -15.1% |
| All | -76.5% | +126.2% | -202.7% | -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