-23.8%
PCG vs FLEX
+70.9%
-94.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.4% |
| 7D | -13.9% | -0.9% | -13.0% | -13.9% |
| 30D | -16.9% | -10.1% | -6.7% | -16.9% |
| 3M | -14.7% | -31.3% | +16.6% | -14.8% |
| 6M | -23.8% | +71.3% | -95.1% | -29.9% |
| All | -23.8% | +70.9% | -94.7% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling