-76.4%
PCG vs FE
+120.9%
-197.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | -0.5% | +3.6% | -4.1% | -2.5% |
| 3M | -24.0% | +0.3% | -24.3% | -24.1% |
| 6M | -18.6% | +6.4% | -25.0% | -21.3% |
| YTD | -17.7% | +8.1% | -25.8% | -21.2% |
| 1Y | -20.0% | +4.6% | -24.6% | -21.9% |
| 3Y | -20.2% | +49.1% | -69.4% | -36.4% |
| 5Y | +8.4% | +46.1% | -37.7% | -13.4% |
| 10Y | -76.4% | +122.7% | -199.1% | -82.9% |
| All | -76.4% | +120.9% | -197.3% | -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