-75.2%
PCG vs FLR
+18.9%
-94.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | -15.1% | -0.7% | -14.5% | -15.2% |
| 3M | -9.8% | +14.3% | -24.1% | -12.2% |
| 6M | -18.0% | +25.6% | -43.6% | -21.8% |
| YTD | -7.2% | +42.9% | -50.1% | -13.6% |
| 1Y | +2.9% | +38.7% | -35.9% | -4.2% |
| 3Y | -11.1% | +61.8% | -72.9% | -22.3% |
| 5Y | +61.8% | +254.1% | -192.3% | +20.3% |
| 10Y | -75.2% | +20.0% | -95.2% | -83.7% |
| All | -75.2% | +18.9% | -94.0% | -83.7% |
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