+43.5%
F vs PCG
-21.6%
+65.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.2% |
| 7D | +1.6% | -1.6% | +3.1% | +2.0% |
| 30D | +2.6% | +1.4% | +1.2% | +2.3% |
| 3M | -8.8% | -23.4% | +14.6% | -3.3% |
| 6M | +4.6% | -19.4% | +24.0% | +8.5% |
| YTD | -1.9% | -18.5% | +16.6% | +1.2% |
| 1Y | -0.8% | -19.5% | +18.8% | +2.8% |
| 3Y | +43.5% | -21.0% | +64.5% | +41.7% |
| All | +43.5% | -21.6% | +65.1% | +41.7% |
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 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