-17.6%
PCG vs FGI
+51.0%
-68.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | 0.0% | -11.6% | +11.6% | 0.0% |
| 30D | +5.8% | -3.3% | +9.1% | +5.8% |
| 3M | -22.8% | +65.6% | -88.3% | -22.9% |
| 6M | -18.4% | -2.8% | -15.6% | -18.6% |
| YTD | -16.9% | +30.1% | -47.0% | -16.8% |
| 1Y | -17.6% | +50.2% | -67.8% | -21.5% |
| All | -17.6% | +51.0% | -68.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling