-77.6%
PCG vs FFIV
+126.1%
-203.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.6% | -8.1% | +6.5% | +0.2% |
| 30D | +1.4% | -33.4% | +34.8% | +10.2% |
| 3M | -23.4% | -24.7% | +1.4% | -19.6% |
| 6M | -19.4% | -8.8% | -10.5% | -20.1% |
| YTD | -18.5% | +21.8% | -40.3% | -26.2% |
| 1Y | -19.5% | +25.3% | -44.8% | -27.9% |
| 3Y | -21.0% | +101.2% | -122.1% | -40.6% |
| 5Y | +13.7% | +40.2% | -26.5% | -5.8% |
| All | -77.6% | +126.1% | -203.7% | -86.2% |
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