-19.4%
PCG vs FIX
+420.3%
-439.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.6% | +10.3% | -0.5% |
| 7D | 0.0% | -27.2% | +27.2% | +2.1% |
| 30D | +5.8% | -46.9% | +52.8% | +10.3% |
| 3M | -22.8% | -44.4% | +21.7% | -19.9% |
| 6M | -18.4% | -50.9% | +32.5% | -15.0% |
| YTD | -16.9% | +3.5% | -20.4% | -19.1% |
| 1Y | -17.6% | -2.1% | -15.5% | -19.6% |
| All | -19.4% | +420.3% | -439.7% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling