+20.2%
PCG vs FLNC
-70.4%
+90.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.7% |
| 7D | -3.5% | -4.1% | +0.6% | -3.3% |
| 30D | -20.6% | -24.8% | +4.2% | -19.7% |
| 3M | -17.6% | -59.1% | +41.5% | -14.8% |
| 6M | -23.5% | -42.0% | +18.5% | -23.4% |
| YTD | -13.6% | -49.8% | +36.2% | -13.7% |
| 1Y | -11.3% | +43.1% | -54.4% | -18.7% |
| 3Y | -16.9% | -61.0% | +44.0% | -20.9% |
| All | +20.2% | -70.4% | +90.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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