-19.5%
PCG vs FIX
+3.4%
-22.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -2.1% |
| 7D | -1.6% | -17.5% | +15.9% | -1.2% |
| 30D | +1.4% | -41.6% | +43.0% | +2.3% |
| 3M | -23.4% | -40.6% | +17.2% | -22.8% |
| 6M | -19.4% | -49.4% | +30.0% | -18.6% |
| YTD | -18.5% | +9.2% | -27.7% | -17.8% |
| 1Y | -19.5% | +6.5% | -26.0% | -19.6% |
| All | -19.5% | +3.4% | -22.9% | -19.6% |
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