-77.6%
PCG vs FE
+105.3%
-182.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.1% |
| 7D | -1.6% | -1.0% | -0.6% | -1.0% |
| 30D | +1.4% | +4.1% | -2.7% | -1.0% |
| 3M | -23.4% | -1.0% | -22.4% | -22.9% |
| 6M | -19.4% | +4.0% | -23.4% | -21.0% |
| YTD | -18.5% | +6.8% | -25.3% | -21.4% |
| 1Y | -19.5% | +5.3% | -24.8% | -21.7% |
| 3Y | -21.0% | +44.6% | -65.6% | -35.9% |
| 5Y | +13.7% | +44.2% | -30.5% | -8.5% |
| All | -77.6% | +105.3% | -182.9% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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