-17.3%
F vs PCG
+7.9%
-25.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -3.9% | -2.0% | -1.9% | -3.2% |
| 30D | -0.5% | -2.7% | +2.2% | +0.6% |
| 3M | -12.9% | -25.1% | +12.2% | -4.3% |
| 6M | +1.5% | -22.3% | +23.8% | +9.3% |
| YTD | -5.0% | -18.5% | +13.5% | -0.5% |
| 1Y | -7.3% | -21.8% | +14.5% | -1.1% |
| 3Y | +45.3% | -21.0% | +66.3% | +50.0% |
| All | -17.3% | +7.9% | -25.2% | -31.5% |
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