+519.6%
F vs PCG
+91.4%
+428.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +6.0% | +1.9% | +4.1% | +5.7% |
| 30D | +4.3% | +8.5% | -4.2% | +2.9% |
| 3M | -10.1% | -22.9% | +12.8% | -7.0% |
| 6M | +12.8% | -16.8% | +29.5% | +15.1% |
| YTD | -0.1% | -15.8% | +15.7% | +1.7% |
| 1Y | +3.7% | -16.0% | +19.7% | +5.5% |
| 3Y | +42.7% | -18.9% | +61.6% | +45.5% |
| 5Y | -11.0% | +17.4% | -28.4% | -14.2% |
| 10Y | +87.0% | -76.4% | +163.4% | +94.8% |
| All | +519.6% | +91.4% | +428.3% | +208.1% |
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