-77.6%
PCG vs FITB
+247.4%
-325.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | +1.4% | +5.8% | -4.4% | -0.5% |
| 3M | -23.4% | -6.1% | -17.3% | -21.9% |
| 6M | -19.4% | +5.9% | -25.3% | -21.2% |
| YTD | -18.5% | +16.1% | -34.6% | -23.1% |
| 1Y | -19.5% | +28.8% | -48.4% | -26.8% |
| 3Y | -21.0% | +126.0% | -147.0% | -41.8% |
| 5Y | +13.7% | +45.3% | -31.6% | -5.1% |
| All | -77.6% | +247.4% | -325.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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