+3.0%
PEP vs PCG
+10.8%
-7.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.7% |
| 30D | +14.0% | +0.8% | +13.2% | +13.8% |
| 3M | +5.4% | -22.0% | +27.4% | +9.6% |
| 6M | -5.1% | -17.1% | +12.0% | -2.8% |
| YTD | +3.1% | -16.9% | +20.0% | +5.5% |
| 1Y | +4.8% | -19.1% | +23.8% | +7.7% |
| 3Y | -4.1% | -19.4% | +15.3% | -2.7% |
| 5Y | +3.0% | +9.0% | -6.0% | -2.7% |
| All | +3.0% | +10.8% | -7.8% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling