-10.5%
PCG vs FE
+49.5%
-60.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | -13.9% | +1.9% | -15.8% | -15.0% |
| 30D | -16.9% | -1.2% | -15.7% | -16.1% |
| 3M | -14.7% | +3.5% | -18.2% | -16.6% |
| 6M | -23.8% | -6.1% | -17.8% | -20.5% |
| YTD | -10.5% | +7.6% | -18.1% | -14.8% |
| 1Y | -5.1% | +11.9% | -17.0% | -11.9% |
| All | -10.5% | +49.5% | -60.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling