-76.2%
PCG vs FIVE
+562.8%
-638.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | +7.3% | -7.8% | -1.9% |
| 30D | +0.8% | +18.1% | -17.3% | -2.5% |
| 3M | -22.0% | +7.7% | -29.8% | -23.4% |
| 6M | -17.1% | +13.6% | -30.7% | -19.9% |
| YTD | -16.9% | +34.6% | -51.4% | -22.7% |
| 1Y | -19.1% | +66.2% | -85.3% | -28.0% |
| 3Y | -19.4% | +43.5% | -62.9% | -29.5% |
| 5Y | +9.0% | +20.7% | -11.7% | -4.2% |
| 10Y | -76.2% | +541.5% | -617.6% | -85.0% |
| All | -76.2% | +562.8% | -638.9% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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