+9.0%
PCG vs FFIV
+41.1%
-32.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | -4.2% | +3.7% | 0.0% |
| 30D | +0.8% | -33.9% | +34.6% | +5.4% |
| 3M | -22.0% | -22.6% | +0.6% | -20.3% |
| 6M | -17.1% | -10.4% | -6.7% | -17.8% |
| YTD | -16.9% | +24.3% | -41.2% | -23.1% |
| 1Y | -19.1% | +31.8% | -50.9% | -26.2% |
| 3Y | -19.4% | +99.5% | -119.0% | -34.7% |
| 5Y | +9.0% | +40.7% | -31.7% | -7.3% |
| All | +9.0% | +41.1% | -32.1% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling