-76.0%
PCG vs FFIV
+214.3%
-290.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | -13.9% | -1.0% | -12.9% | -13.9% |
| 30D | -16.9% | -5.1% | -11.8% | -16.1% |
| 3M | -14.7% | -4.5% | -10.3% | -14.4% |
| 6M | -23.8% | +36.5% | -60.3% | -30.9% |
| YTD | -10.5% | +53.0% | -63.5% | -21.8% |
| 1Y | -5.1% | +24.2% | -29.3% | -12.4% |
| 3Y | -11.6% | +137.2% | -148.8% | -34.4% |
| 5Y | +59.0% | +91.8% | -32.8% | +23.2% |
| All | -76.0% | +214.3% | -290.3% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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