-76.7%
PCG vs FLR
+17.5%
-94.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | 0.0% |
| 7D | -1.1% | +8.5% | -9.6% | -2.4% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | -24.4% | -11.7% | -12.7% | -23.3% |
| 6M | -17.7% | +16.2% | -33.9% | -20.4% |
| YTD | -17.4% | +27.0% | -44.4% | -22.0% |
| 1Y | -19.4% | +10.1% | -29.5% | -22.2% |
| 3Y | -18.6% | +46.2% | -64.8% | -27.9% |
| 5Y | +10.2% | +121.4% | -111.2% | -11.5% |
| 10Y | -76.7% | +11.0% | -87.7% | -84.6% |
| All | -76.7% | +17.5% | -94.2% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling