-42.8%
PCG vs EXPE
+727.6%
-770.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | -1.6% | -9.3% | +7.7% | -0.3% |
| 30D | +1.4% | +0.1% | +1.3% | +0.9% |
| 3M | -23.4% | -15.3% | -8.1% | -21.7% |
| 6M | -19.4% | +5.5% | -24.8% | -21.0% |
| YTD | -18.5% | -8.0% | -10.5% | -19.2% |
| 1Y | -19.5% | +18.9% | -38.4% | -24.1% |
| 3Y | -21.0% | +135.5% | -156.5% | -35.7% |
| 5Y | +13.7% | +44.3% | -30.5% | -2.2% |
| 10Y | -77.2% | +117.7% | -194.9% | -82.9% |
| All | -42.8% | +727.6% | -770.4% | -69.0% |
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 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