-83.2%
FIG vs PCG
-3.9%
-79.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.1% |
| 7D | -12.6% | -1.1% | -11.6% | -12.6% |
| 30D | -13.8% | +0.1% | -13.9% | -13.7% |
| 3M | -16.7% | -24.4% | +7.7% | -16.6% |
| 6M | -6.1% | -17.7% | +11.6% | -4.6% |
| YTD | -48.1% | -17.4% | -30.7% | -48.0% |
| 1Y | -56.2% | -19.4% | -36.8% | -55.9% |
| All | -83.2% | -3.9% | -79.3% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling