-76.0%
PCG vs FLEX
+1,001.7%
-1,077.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | -13.9% | -0.9% | -13.0% | -13.6% |
| 30D | -16.9% | -10.1% | -6.7% | -15.0% |
| 3M | -14.7% | -31.3% | +16.6% | -8.9% |
| 6M | -23.8% | +71.3% | -95.1% | -37.1% |
| YTD | -10.5% | +81.2% | -91.7% | -27.9% |
| 1Y | -5.1% | +98.5% | -103.6% | -26.3% |
| 3Y | -11.6% | +428.2% | -439.9% | -51.4% |
| 5Y | +59.0% | +657.3% | -598.3% | -24.7% |
| All | -76.0% | +1,001.7% | -1,077.7% | -92.1% |
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