-76.5%
PCG vs FLR
+8.6%
-85.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -2.0% | +10.1% | -12.1% | -3.5% |
| 30D | -2.7% | -0.5% | -2.2% | -2.8% |
| 3M | -25.1% | -4.8% | -20.2% | -24.8% |
| 6M | -22.3% | +10.7% | -33.0% | -24.4% |
| YTD | -18.5% | +25.0% | -43.4% | -22.8% |
| 1Y | -21.8% | +8.3% | -30.1% | -24.3% |
| 3Y | -21.0% | +36.8% | -57.9% | -29.3% |
| 5Y | +8.1% | +121.8% | -113.7% | -13.3% |
| All | -76.5% | +8.6% | -85.1% | -84.4% |
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 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