-11.4%
F vs PCG
+14.4%
-25.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.0% | +5.8% | -3.8% | -0.2% |
| 3M | -10.4% | -22.8% | +12.4% | -2.8% |
| 6M | +9.7% | -18.4% | +28.1% | +15.4% |
| YTD | -1.2% | -16.9% | +15.7% | +2.7% |
| 1Y | 0.0% | -17.6% | +17.7% | +4.2% |
| 3Y | +41.1% | -20.0% | +61.1% | +45.2% |
| 5Y | -11.4% | +16.0% | -27.4% | -27.3% |
| All | -11.4% | +14.4% | -25.8% | -27.3% |
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