-19.4%
PCG vs SE
+74.0%
-93.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +0.8% | -19.4% | +20.1% | +1.9% |
| 3M | -22.0% | -33.1% | +11.1% | -20.2% |
| 6M | -17.1% | -11.4% | -5.6% | -16.3% |
| YTD | -16.9% | -39.8% | +22.9% | -14.8% |
| 1Y | -19.1% | -50.5% | +31.4% | -16.2% |
| 3Y | -19.4% | +68.9% | -88.3% | -15.4% |
| All | -19.4% | +74.0% | -93.4% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling