+3.3%
PEP vs PCG
+16.0%
-12.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +13.5% | +5.8% | +7.7% | +12.3% |
| 3M | +3.9% | -22.8% | +26.7% | +8.3% |
| 6M | -6.0% | -18.4% | +12.4% | -3.3% |
| YTD | +2.5% | -16.9% | +19.3% | +4.8% |
| 1Y | +3.9% | -17.6% | +21.6% | +6.5% |
| 3Y | -4.7% | -20.0% | +15.3% | -3.1% |
| All | +3.3% | +16.0% | -12.7% | -3.7% |
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