-15.5%
PCG vs FLNC
-63.7%
+48.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -1.1% |
| 7D | +0.5% | -5.0% | +5.5% | +0.6% |
| 30D | -18.9% | -26.1% | +7.2% | -18.6% |
| 3M | -15.8% | -55.2% | +39.3% | -15.0% |
| 6M | -22.6% | -42.6% | +20.0% | -22.8% |
| YTD | -12.2% | -51.0% | +38.8% | -12.7% |
| 1Y | -7.1% | +43.3% | -50.4% | -12.0% |
| All | -15.5% | -63.7% | +48.2% | -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