-18.3%
PCG vs FLNC
-72.5%
+54.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.2% |
| 7D | +2.2% | -11.2% | +13.4% | +2.3% |
| 30D | +0.8% | -24.6% | +25.4% | +1.1% |
| 3M | -23.8% | -64.6% | +40.8% | -22.8% |
| 6M | -19.6% | -78.8% | +59.2% | -18.4% |
| YTD | -16.7% | -76.3% | +59.6% | -16.5% |
| 1Y | -19.4% | -71.2% | +51.8% | -20.0% |
| 3Y | -18.3% | -71.9% | +53.6% | -20.1% |
| All | -18.3% | -72.5% | +54.2% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling