+8.1%
PCG vs SE
-78.1%
+86.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -2.0% | -1.5% | -0.5% | -1.9% |
| 30D | -2.7% | -22.3% | +19.6% | -1.0% |
| 3M | -25.1% | -41.8% | +16.8% | -22.1% |
| 6M | -22.3% | -22.4% | +0.1% | -21.0% |
| YTD | -18.5% | -41.6% | +23.1% | -15.8% |
| 1Y | -21.8% | -48.0% | +26.2% | -18.6% |
| 3Y | -21.0% | +63.9% | -84.9% | -25.4% |
| 5Y | +8.1% | -78.2% | +86.2% | +15.7% |
| All | +8.1% | -78.1% | +86.2% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling