-74.9%
PCG vs SE
+589.8%
-664.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -13.9% | -6.1% | -7.8% | -13.2% |
| 30D | -16.9% | -2.5% | -14.4% | -16.7% |
| 3M | -14.7% | +21.7% | -36.5% | -16.7% |
| 6M | -23.8% | +27.0% | -50.8% | -26.2% |
| YTD | -10.5% | -12.1% | +1.6% | -10.1% |
| 1Y | -5.1% | -40.9% | +35.8% | -0.6% |
| 3Y | -11.6% | +191.0% | -202.6% | -25.0% |
| 5Y | +59.0% | -68.3% | +127.3% | +70.7% |
| All | -74.9% | +589.8% | -664.6% | -84.8% |
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