-76.0%
PCG vs FDS
+127.7%
-203.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +2.2% | +1.5% | +0.7% | +1.7% |
| 30D | +0.8% | +14.8% | -14.1% | -3.5% |
| 3M | -23.8% | +16.3% | -40.1% | -28.0% |
| 6M | -19.6% | +66.2% | -85.9% | -33.7% |
| YTD | -16.7% | +16.2% | -33.0% | -23.0% |
| 1Y | -19.4% | +21.8% | -41.2% | -27.2% |
| 3Y | -18.3% | -23.9% | +5.6% | -11.9% |
| 5Y | +10.4% | -23.1% | +33.5% | +16.0% |
| All | -76.0% | +127.7% | -203.6% | -83.1% |
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