+8.4%
PCG vs FLEX
+499.5%
-491.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.4% |
| 7D | -2.2% | +2.2% | -4.5% | -2.7% |
| 30D | -0.5% | -32.6% | +32.2% | +3.3% |
| 3M | -24.0% | -35.5% | +11.5% | -20.9% |
| 6M | -18.6% | -45.6% | +26.9% | -14.4% |
| YTD | -17.7% | +30.7% | -48.4% | -25.8% |
| 1Y | -20.0% | +28.4% | -48.4% | -28.0% |
| 3Y | -20.2% | +301.7% | -321.9% | -47.4% |
| 5Y | +8.4% | +473.3% | -464.9% | -40.0% |
| All | +8.4% | +499.5% | -491.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling