-83.6%
FIG vs PCG
-5.2%
-78.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +2.6% | -2.0% | +4.6% | +2.6% |
| 30D | -13.1% | -2.7% | -10.4% | -13.0% |
| 3M | -20.3% | -25.1% | +4.7% | -20.2% |
| 6M | -2.1% | -22.3% | +20.2% | -0.7% |
| YTD | -49.4% | -18.5% | -30.9% | -49.3% |
| 1Y | -57.0% | -21.8% | -35.2% | -56.7% |
| All | -83.6% | -5.2% | -78.4% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling