-76.8%
PCG vs SE
+379.8%
-456.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.0% |
| 7D | -1.1% | +3.3% | -4.3% | -1.4% |
| 30D | +0.1% | -18.2% | +18.2% | +2.2% |
| 3M | -24.4% | -31.3% | +6.8% | -21.4% |
| 6M | -17.7% | -10.1% | -7.5% | -17.1% |
| YTD | -17.4% | -38.9% | +21.5% | -13.8% |
| 1Y | -19.4% | -48.0% | +28.6% | -14.5% |
| 3Y | -18.6% | +78.8% | -97.4% | -26.9% |
| 5Y | +10.2% | -77.1% | +87.3% | +22.5% |
| All | -76.8% | +379.8% | -456.6% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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