+14.1%
PCG vs FIX
+933.9%
-919.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -2.6% |
| 7D | -1.6% | -17.5% | +15.9% | +0.2% |
| 30D | +1.4% | -41.6% | +43.0% | +7.1% |
| 3M | -23.4% | -40.6% | +17.2% | -19.4% |
| 6M | -19.4% | -49.4% | +30.0% | -14.1% |
| YTD | -18.5% | +9.2% | -27.7% | -22.2% |
| 1Y | -19.5% | +6.5% | -26.0% | -23.2% |
| 3Y | -21.0% | +448.7% | -469.7% | -48.4% |
| All | +14.1% | +933.9% | -919.8% | -41.6% |
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 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