-29.2%
PCG vs FFIV
+5,982.7%
-6,012.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -1.0% |
| 7D | 0.0% | -14.2% | +14.2% | +0.7% |
| 30D | +5.8% | -33.6% | +39.5% | +7.7% |
| 3M | -22.8% | -24.2% | +1.4% | -22.0% |
| 6M | -18.4% | -8.3% | -10.1% | -18.4% |
| YTD | -16.9% | +22.1% | -39.0% | -18.1% |
| 1Y | -17.6% | +26.5% | -44.1% | -19.0% |
| 3Y | -20.0% | +102.3% | -122.3% | -23.2% |
| 5Y | +16.0% | +40.6% | -24.6% | +12.8% |
| 10Y | -76.7% | +129.7% | -206.4% | -77.9% |
| All | -29.2% | +5,982.7% | -6,012.0% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling