-37.2%
PCG vs EXPE
+851.4%
-888.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -13.9% | -9.5% | -4.3% | -12.3% |
| 30D | -16.9% | -6.6% | -10.2% | -15.9% |
| 3M | -14.7% | +31.4% | -46.1% | -18.8% |
| 6M | -23.8% | +35.2% | -59.0% | -28.3% |
| YTD | -10.5% | +5.8% | -16.3% | -12.7% |
| 1Y | -5.1% | +38.7% | -43.8% | -12.3% |
| 3Y | -11.6% | +175.8% | -187.4% | -29.8% |
| 5Y | +59.0% | +111.8% | -52.8% | +28.4% |
| 10Y | -75.7% | +179.7% | -255.5% | -82.4% |
| All | -37.2% | +851.4% | -888.6% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling