+3,247.8%
PEP vs PCG
+85.2%
+3,162.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | +2.9% | -1.6% | +4.5% | +3.1% |
| 30D | +14.2% | +1.4% | +12.8% | +14.0% |
| 3M | +3.2% | -23.4% | +26.6% | +5.8% |
| 6M | -7.4% | -19.4% | +11.9% | -5.7% |
| YTD | +1.5% | -18.5% | +20.0% | +3.2% |
| 1Y | +3.9% | -19.5% | +23.4% | +5.8% |
| 3Y | -5.5% | -21.0% | +15.5% | -4.1% |
| 5Y | +0.1% | +13.7% | -13.6% | -3.0% |
| 10Y | +82.1% | -77.2% | +159.2% | +89.3% |
| All | +3,247.8% | +85.2% | +3,162.6% | +1,511.1% |
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