+10.2%
PCG vs FIVE
+19.1%
-8.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | +0.8% |
| 7D | -1.1% | +6.2% | -7.2% | -1.6% |
| 30D | +0.1% | +18.2% | -18.1% | -1.5% |
| 3M | -24.4% | +3.8% | -28.3% | -24.8% |
| 6M | -17.7% | +13.7% | -31.4% | -19.0% |
| YTD | -17.4% | +34.7% | -52.1% | -20.2% |
| 1Y | -19.4% | +66.6% | -86.0% | -23.8% |
| 3Y | -18.6% | +44.3% | -62.9% | -22.1% |
| 5Y | +10.2% | +18.8% | -8.5% | +5.1% |
| All | +10.2% | +19.1% | -8.9% | +5.1% |
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