+13.9%
PCG vs FIX
+12,471.5%
-12,457.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.2% |
| 7D | -13.9% | +6.0% | -19.9% | -14.4% |
| 30D | -16.9% | -7.2% | -9.6% | -16.3% |
| 3M | -14.7% | -15.9% | +1.1% | -13.7% |
| 6M | -23.8% | +12.7% | -36.6% | -25.6% |
| YTD | -10.5% | +72.8% | -83.3% | -16.8% |
| 1Y | -5.1% | +122.9% | -128.0% | -14.8% |
| 3Y | -11.6% | +774.3% | -785.9% | -33.7% |
| 5Y | +59.0% | +2,049.5% | -1,990.5% | +7.2% |
| 10Y | -75.7% | +5,821.5% | -5,897.2% | -85.5% |
| All | +13.9% | +12,471.5% | -12,457.6% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling