-76.0%
PCG vs FIVE
+478.4%
-554.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.5% |
| 7D | -13.9% | +4.3% | -18.1% | -14.7% |
| 30D | -16.9% | +12.5% | -29.4% | -18.9% |
| 3M | -14.7% | +31.2% | -46.0% | -19.4% |
| 6M | -23.8% | +14.4% | -38.2% | -26.6% |
| YTD | -10.5% | +33.9% | -44.4% | -16.6% |
| 1Y | -5.1% | +65.1% | -70.2% | -15.6% |
| 3Y | -11.6% | +49.0% | -60.6% | -23.4% |
| 5Y | +59.0% | +30.3% | +28.7% | +36.3% |
| All | -76.0% | +478.4% | -554.4% | -84.8% |
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