-77.1%
PCG vs SE
+366.0%
-443.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | +1.4% | -20.0% | +21.4% | +3.8% |
| 3M | -23.4% | -31.8% | +8.4% | -20.2% |
| 6M | -19.4% | -15.9% | -3.5% | -18.3% |
| YTD | -18.5% | -40.6% | +22.1% | -14.6% |
| 1Y | -19.5% | -50.7% | +31.1% | -14.1% |
| 3Y | -21.0% | +70.3% | -91.3% | -28.7% |
| 5Y | +13.7% | -78.8% | +92.6% | +27.8% |
| All | -77.1% | +366.0% | -443.1% | -85.5% |
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