+54.5%
PCG vs SE
-68.6%
+123.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -13.9% | -6.1% | -7.8% | -13.4% |
| 30D | -16.9% | -2.5% | -14.4% | -16.7% |
| 3M | -14.7% | +21.7% | -36.5% | -16.0% |
| 6M | -23.8% | +27.0% | -50.8% | -25.4% |
| YTD | -10.5% | -12.1% | +1.6% | -10.2% |
| 1Y | -5.1% | -40.9% | +35.8% | -2.0% |
| 3Y | -11.6% | +191.0% | -202.6% | -20.3% |
| All | +54.5% | -68.6% | +123.1% | +66.2% |
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