-11.9%
PEP vs PCG
-11.7%
-0.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | -1.4% | -13.9% | +12.5% | +0.7% |
| 30D | +0.2% | -16.9% | +17.1% | +2.9% |
| 3M | -1.1% | -14.7% | +13.6% | +0.9% |
| 6M | -13.5% | -23.8% | +10.3% | -9.7% |
| YTD | -1.2% | -10.5% | +9.3% | -0.3% |
| 1Y | -1.6% | -5.1% | +3.6% | -2.2% |
| All | -11.9% | -11.7% | -0.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling