-63.2%
PCG vs FIVN
+318.5%
-381.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.7% |
| 7D | -13.9% | -2.3% | -11.6% | -13.7% |
| 30D | -16.9% | +12.4% | -29.3% | -18.0% |
| 3M | -14.7% | +36.0% | -50.8% | -17.7% |
| 6M | -23.8% | +86.0% | -109.8% | -29.3% |
| YTD | -10.5% | +65.9% | -76.4% | -16.3% |
| 1Y | -5.1% | +26.5% | -31.6% | -9.0% |
| 3Y | -11.6% | -54.2% | +42.6% | -7.8% |
| 5Y | +59.0% | -80.5% | +139.5% | +75.5% |
| 10Y | -75.7% | +109.6% | -185.4% | -77.5% |
| All | -63.2% | +318.5% | -381.7% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 all: compounded portfolio wealth divided by compounded FIVN 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…
all analysis · Full analysis span regression · 6 months rolling