-76.5%
PCG vs FE
+123.7%
-200.2%
-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% | -0.9% | -1.0% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | -2.7% | +3.9% | -6.6% | -4.9% |
| 3M | -25.1% | -0.1% | -25.0% | -25.0% |
| 6M | -22.3% | +6.1% | -28.4% | -24.7% |
| YTD | -18.5% | +8.1% | -26.5% | -21.9% |
| 1Y | -21.8% | +4.4% | -26.3% | -23.6% |
| 3Y | -21.0% | +49.0% | -70.0% | -37.0% |
| 5Y | +8.1% | +46.1% | -38.0% | -13.7% |
| All | -76.5% | +123.7% | -200.2% | -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