-56.3%
FIG vs PCG
-19.4%
-37.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.2% |
| 6M | -6.1% | -17.7% | +11.6% | -3.4% |
| YTD | -48.1% | -17.4% | -30.7% | -48.0% |
| All | -56.3% | -19.4% | -37.0% | -54.4% |
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 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