+53.9%
F vs PCG
+58.3%
-4.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -1.0% | +0.5% |
| 7D | +5.3% | -13.9% | +19.2% | +10.1% |
| 30D | +4.6% | -16.9% | +21.4% | +10.5% |
| 3M | -3.7% | -14.7% | +11.1% | +0.3% |
| 6M | +16.8% | -23.8% | +40.6% | +27.9% |
| YTD | +15.3% | -10.5% | +25.8% | +16.8% |
| 1Y | +31.0% | -5.1% | +36.1% | +28.4% |
| 3Y | +45.4% | -11.6% | +57.0% | +43.8% |
| All | +53.9% | +58.3% | -4.4% | +13.8% |
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