+54.5%
PCG vs FITB
+71.5%
-17.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -13.9% | +0.6% | -14.5% | -14.0% |
| 30D | -16.9% | -4.7% | -12.1% | -15.7% |
| 3M | -14.7% | +6.7% | -21.4% | -16.3% |
| 6M | -23.8% | +12.6% | -36.4% | -26.4% |
| YTD | -10.5% | +19.1% | -29.6% | -15.2% |
| 1Y | -5.1% | +22.6% | -27.7% | -11.1% |
| 3Y | -11.6% | +127.1% | -138.7% | -31.7% |
| All | +54.5% | +71.5% | -17.0% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling