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  • PCG vs FDS✓SelectedUSD · FDSPCG vs FDS performance historyLatest closeAs of+2.44%09/04
Stock and ETF performance explorer

PCG vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+25.7%
FDS return
+9,502.8%
Excess return
-9,477.1%
Maximum drawdown
-94.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+2.4%-3.5%+6.0%+3.1%
7D-13.9%-1.9%-12.0%-13.7%
30D-16.9%+9.0%-25.9%-18.4%
3M-14.7%+18.9%-33.6%-18.2%
6M-23.8%+35.1%-58.9%-29.3%
YTD-10.5%+5.5%-16.0%-13.2%
1Y-5.1%-16.8%+11.7%-3.9%
3Y-11.6%-28.1%+16.5%-8.3%
5Y+59.0%-17.4%+76.4%+59.4%
10Y-75.7%+85.4%-161.2%-79.1%
All+25.7%+9,502.8%-9,477.1%-31.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling