-80.3%
FIG vs PCG
+7.9%
-88.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -5.7% |
| 7D | -16.4% | +5.4% | -21.8% | -16.4% |
| 30D | -2.3% | -15.1% | +12.8% | -2.3% |
| 3M | +7.8% | -9.8% | +17.6% | +9.0% |
| 6M | -21.8% | -18.0% | -3.8% | -20.6% |
| YTD | -39.1% | -7.2% | -31.9% | -39.1% |
| 1Y | -56.6% | +2.9% | -59.5% | -52.8% |
| All | -80.3% | +7.9% | -88.2% | -76.4% |
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