+80.3%
PEP vs PCG
-77.2%
+157.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.1% |
| 30D | +12.6% | +0.1% | +12.6% | +12.6% |
| 3M | +3.1% | -24.4% | +27.6% | +4.9% |
| 6M | -6.3% | -17.7% | +11.4% | -5.3% |
| YTD | +1.9% | -17.4% | +19.3% | +2.9% |
| 1Y | +3.3% | -19.4% | +22.6% | +4.4% |
| 3Y | -4.8% | -18.6% | +13.7% | -4.1% |
| 5Y | +2.0% | +10.2% | -8.2% | +0.7% |
| 10Y | +80.3% | -76.7% | +157.0% | +75.7% |
| All | +80.3% | -77.2% | +157.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling