-76.6%
PCG vs SE
+365.4%
-442.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.4% | -0.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | +5.8% | -21.7% | +27.5% | +8.6% |
| 3M | -22.8% | -34.2% | +11.4% | -19.3% |
| 6M | -18.4% | -10.5% | -7.9% | -17.9% |
| YTD | -16.9% | -40.7% | +23.9% | -12.9% |
| 1Y | -17.6% | -52.1% | +34.4% | -11.8% |
| 3Y | -20.0% | +68.9% | -88.8% | -27.7% |
| 5Y | +16.0% | -78.9% | +94.9% | +30.3% |
| All | -76.6% | +365.4% | -442.1% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling