+9.3%
PCG vs FFIV
+35.3%
-26.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.8% | +2.5% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +0.8% | -32.4% | +33.2% | +5.0% |
| 3M | -23.8% | -25.7% | +1.9% | -21.7% |
| 6M | -19.6% | -13.5% | -6.1% | -19.9% |
| YTD | -16.7% | +21.1% | -37.8% | -22.8% |
| 1Y | -19.4% | +29.4% | -48.8% | -26.4% |
| 3Y | -18.3% | +94.9% | -113.2% | -33.6% |
| All | +9.3% | +35.3% | -26.0% | -6.1% |
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