+9.3%
PCG vs FITB
+48.6%
-39.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.9% |
| 7D | +2.2% | +2.8% | -0.6% | +1.4% |
| 30D | +0.8% | +9.8% | -9.0% | -1.8% |
| 3M | -23.8% | -5.2% | -18.6% | -22.8% |
| 6M | -19.6% | +17.3% | -36.9% | -23.2% |
| YTD | -16.7% | +19.3% | -36.0% | -21.2% |
| 1Y | -19.4% | +32.7% | -52.1% | -26.1% |
| 3Y | -18.3% | +141.6% | -159.9% | -37.8% |
| All | +9.3% | +48.6% | -39.3% | -2.1% |
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