+3,280.3%
PEP vs PCG
+88.9%
+3,191.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +13.5% | +5.8% | +7.7% | +12.8% |
| 3M | +3.9% | -22.8% | +26.7% | +6.5% |
| 6M | -6.0% | -18.4% | +12.4% | -4.3% |
| YTD | +2.5% | -16.9% | +19.3% | +4.0% |
| 1Y | +3.9% | -17.6% | +21.6% | +5.6% |
| 3Y | -4.7% | -20.0% | +15.3% | -3.4% |
| 5Y | +1.1% | +16.0% | -14.9% | -2.3% |
| 10Y | +83.8% | -76.7% | +160.5% | +90.7% |
| All | +3,280.3% | +88.9% | +3,191.3% | +1,523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling