-51.7%
FIG vs PCG
-14.1%
-37.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +5.2% |
| 7D | -4.7% | +1.9% | -6.6% | -4.6% |
| 30D | +0.5% | +8.5% | -8.0% | +0.5% |
| 3M | -18.4% | -22.9% | +4.5% | -18.0% |
| 6M | +10.9% | -16.8% | +27.6% | +14.0% |
| YTD | -40.8% | -15.8% | -25.0% | -40.7% |
| 1Y | -51.7% | -16.0% | -35.7% | -51.0% |
| All | -51.7% | -14.1% | -37.6% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling