-76.0%
PCG vs FDS
+87.3%
-163.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +6.0% | +3.5% |
| 7D | -13.9% | -1.9% | -12.0% | -13.6% |
| 30D | -16.9% | +9.0% | -25.9% | -19.5% |
| 3M | -14.7% | +18.9% | -33.6% | -20.3% |
| 6M | -23.8% | +35.1% | -58.9% | -32.9% |
| YTD | -10.5% | +5.5% | -16.0% | -14.3% |
| 1Y | -5.1% | -16.8% | +11.7% | -0.7% |
| 3Y | -11.6% | -28.1% | +16.5% | -3.3% |
| 5Y | +59.0% | -17.4% | +76.4% | +59.1% |
| All | -76.0% | +87.3% | -163.3% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling