-76.2%
PCG vs FE
+110.9%
-187.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -0.5% | -0.5% | +0.1% | -0.1% |
| 30D | +0.8% | +4.3% | -3.6% | -1.7% |
| 3M | -22.0% | +0.4% | -22.4% | -22.2% |
| 6M | -17.1% | +6.9% | -24.0% | -20.0% |
| YTD | -16.9% | +8.0% | -24.9% | -20.3% |
| 1Y | -19.1% | +4.8% | -23.9% | -21.1% |
| 3Y | -19.4% | +49.0% | -68.4% | -35.7% |
| 5Y | +9.0% | +46.2% | -37.2% | -12.9% |
| 10Y | -76.2% | +120.9% | -197.0% | -82.7% |
| All | -76.2% | +110.9% | -187.0% | -82.7% |
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