-79.1%
FIG vs PCG
+4.1%
-83.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.4% |
| 7D | -16.3% | -13.9% | -2.5% | -16.0% |
| 30D | -14.3% | -16.9% | +2.5% | -14.1% |
| 3M | +7.2% | -14.7% | +21.9% | +7.9% |
| 6M | -18.6% | -23.8% | +5.2% | -17.0% |
| YTD | -35.5% | -10.5% | -25.0% | -35.4% |
| 1Y | -55.8% | -5.1% | -50.7% | -54.1% |
| All | -79.1% | +4.1% | -83.2% | -75.0% |
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