-19.6%
PCG vs FLR
+6.9%
-26.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +1.0% |
| 7D | -1.1% | +8.5% | -9.6% | -1.4% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | -24.4% | -11.7% | -12.7% | -24.1% |
| 6M | -17.7% | +16.2% | -33.9% | -18.3% |
| YTD | -17.4% | +27.0% | -44.4% | -17.1% |
| All | -19.6% | +6.9% | -26.5% | -19.2% |
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