-16.0%
PCG vs FLR
+2.5%
-18.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | +8.5% | -5.9% | +14.4% | +8.7% |
| 3M | -22.9% | -7.6% | -15.3% | -22.8% |
| 6M | -16.8% | -9.3% | -7.5% | -16.7% |
| YTD | -15.8% | +20.1% | -35.9% | -15.5% |
| 1Y | -16.0% | +3.0% | -19.0% | -15.4% |
| All | -16.0% | +2.5% | -18.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling