+16.0%
PCG vs FIVE
+15.3%
+0.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.9% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | +5.8% | +14.9% | -9.1% | +4.4% |
| 3M | -22.8% | +7.6% | -30.4% | -23.4% |
| 6M | -18.4% | +6.4% | -24.8% | -19.2% |
| YTD | -16.9% | +28.1% | -44.9% | -19.3% |
| 1Y | -17.6% | +54.7% | -72.3% | -21.6% |
| 3Y | -20.0% | +36.1% | -56.0% | -22.9% |
| 5Y | +16.0% | +14.9% | +1.1% | +11.7% |
| All | +16.0% | +15.3% | +0.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling