+7.0%
PCG vs FIVE
+17.0%
-9.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -2.0% | +2.4% | -4.4% | -2.2% |
| 30D | -2.7% | +15.8% | -18.5% | -4.1% |
| 3M | -25.1% | +3.8% | -28.8% | -25.4% |
| 6M | -22.3% | +18.5% | -40.8% | -23.8% |
| YTD | -18.5% | +31.2% | -49.7% | -21.1% |
| 1Y | -21.8% | +61.8% | -83.7% | -25.9% |
| 3Y | -21.0% | +39.9% | -60.9% | -24.2% |
| All | +7.0% | +17.0% | -9.9% | +2.3% |
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