-76.2%
PCG vs FFIV
+126.0%
-202.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | -4.2% | +3.7% | +0.5% |
| 30D | +0.8% | -33.9% | +34.6% | +9.7% |
| 3M | -22.0% | -22.6% | +0.6% | -18.7% |
| 6M | -17.1% | -10.4% | -6.7% | -17.4% |
| YTD | -16.9% | +24.3% | -41.2% | -25.1% |
| 1Y | -19.1% | +31.8% | -50.9% | -28.4% |
| 3Y | -19.4% | +99.5% | -119.0% | -39.2% |
| 5Y | +9.0% | +40.7% | -31.7% | -9.7% |
| 10Y | -76.2% | +126.9% | -203.1% | -85.5% |
| All | -76.2% | +126.0% | -202.1% | -85.5% |
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