-84.0%
FIG vs PCG
-3.3%
-80.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.7% |
| 7D | -17.4% | 0.0% | -17.4% | -17.4% |
| 30D | -15.9% | +5.8% | -21.8% | -15.9% |
| 3M | -34.5% | -22.8% | -11.7% | -34.3% |
| 6M | -5.0% | -18.4% | +13.4% | -3.6% |
| YTD | -50.7% | -16.9% | -33.8% | -50.6% |
| 1Y | -58.1% | -17.6% | -40.5% | -57.9% |
| All | -84.0% | -3.3% | -80.8% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling