+8.1%
PCG vs FDS
-23.2%
+31.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.9% |
| 7D | -2.0% | -2.6% | +0.6% | -1.6% |
| 30D | -2.7% | +14.1% | -16.8% | -4.5% |
| 3M | -25.1% | +19.8% | -44.8% | -27.4% |
| 6M | -22.3% | +55.0% | -77.3% | -28.7% |
| YTD | -18.5% | +15.9% | -34.4% | -20.3% |
| 1Y | -21.8% | +24.2% | -46.0% | -25.3% |
| 3Y | -21.0% | -24.0% | +3.0% | -13.1% |
| 5Y | +8.1% | -23.3% | +31.4% | +15.1% |
| All | +8.1% | -23.2% | +31.3% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling