-16.0%
PCG vs FIX
+14.3%
-30.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.1% | +15.9% | +1.2% |
| 7D | +1.9% | -18.9% | +20.8% | +2.4% |
| 30D | +8.5% | -36.3% | +44.8% | +9.2% |
| 3M | -22.9% | -38.5% | +15.6% | -22.4% |
| 6M | -16.8% | -42.3% | +25.5% | -16.3% |
| YTD | -15.8% | +17.1% | -32.9% | -15.3% |
| 1Y | -16.0% | +14.4% | -30.4% | -16.2% |
| All | -16.0% | +14.3% | -30.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling