-77.6%
PCG vs FLEX
+569.0%
-646.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.5% | -2.9% |
| 7D | -1.6% | -19.3% | +17.7% | +2.4% |
| 30D | +1.4% | -41.5% | +42.9% | +12.4% |
| 3M | -23.4% | -43.1% | +19.7% | -14.9% |
| 6M | -19.4% | -48.2% | +28.8% | -10.4% |
| YTD | -18.5% | +15.5% | -34.0% | -28.7% |
| 1Y | -19.5% | +10.2% | -29.7% | -29.1% |
| 3Y | -21.0% | +256.8% | -277.8% | -53.5% |
| 5Y | +13.7% | +408.2% | -394.4% | -42.4% |
| All | -77.6% | +569.0% | -646.6% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling