-21.0%
PCG vs FDS
-23.2%
+2.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +1.4% | +20.2% | -18.8% | +0.3% |
| 3M | -23.4% | +19.9% | -43.3% | -24.5% |
| 6M | -19.4% | +56.2% | -75.5% | -22.9% |
| YTD | -18.5% | +14.6% | -33.0% | -18.1% |
| 1Y | -19.5% | +31.6% | -51.1% | -22.1% |
| 3Y | -21.0% | -23.8% | +2.8% | -14.4% |
| All | -21.0% | -23.2% | +2.2% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling