+5.8%
PCG vs FIX
+7,433.0%
-7,427.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.6% | +10.3% | 0.0% |
| 7D | 0.0% | -27.2% | +27.2% | +3.1% |
| 30D | +5.8% | -46.9% | +52.8% | +12.7% |
| 3M | -22.8% | -44.4% | +21.7% | -18.3% |
| 6M | -18.4% | -50.9% | +32.5% | -13.1% |
| YTD | -16.9% | +3.5% | -20.4% | -18.8% |
| 1Y | -17.6% | -2.1% | -15.5% | -19.3% |
| 3Y | -20.0% | +418.7% | -438.7% | -36.8% |
| 5Y | +16.0% | +894.6% | -878.5% | -15.5% |
| 10Y | -76.7% | +3,465.5% | -3,542.2% | -85.4% |
| All | +5.8% | +7,433.0% | -7,427.2% | -44.9% |
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