-23.0%
PCG vs FBTC
+42.6%
-65.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.3% |
| 7D | +2.2% | -9.2% | +11.3% | +2.7% |
| 30D | +0.8% | -15.8% | +16.5% | +1.7% |
| 3M | -23.8% | +8.7% | -32.5% | -24.3% |
| 6M | -19.6% | -13.6% | -6.0% | -19.0% |
| YTD | -16.7% | -21.5% | +4.7% | -15.7% |
| 1Y | -19.4% | -29.9% | +10.6% | -17.8% |
| All | -23.0% | +42.6% | -65.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 5y: compounded portfolio wealth divided by compounded FBTC 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…
5y analysis · Full analysis span regression · 6 months rolling