+16.0%
PCG vs FIX
+929.6%
-913.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.6% | +10.3% | 0.0% |
| 7D | 0.0% | -27.2% | +27.2% | +3.3% |
| 30D | +5.8% | -46.9% | +52.8% | +13.0% |
| 3M | -22.8% | -44.4% | +21.7% | -18.1% |
| 6M | -18.4% | -50.9% | +32.5% | -12.8% |
| YTD | -16.9% | +3.5% | -20.4% | -20.2% |
| 1Y | -17.6% | -2.1% | -15.5% | -20.5% |
| 3Y | -20.0% | +418.7% | -438.7% | -47.4% |
| 5Y | +16.0% | +894.6% | -878.5% | -40.3% |
| All | +16.0% | +929.6% | -913.6% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling