+54.5%
PCG vs FLR
+242.2%
-187.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +2.7% |
| 7D | -13.9% | +5.4% | -19.3% | -14.4% |
| 30D | -16.9% | +11.4% | -28.2% | -18.0% |
| 3M | -14.7% | +11.4% | -26.1% | -16.2% |
| 6M | -23.8% | +16.6% | -40.5% | -25.8% |
| YTD | -10.5% | +41.7% | -52.2% | -15.1% |
| 1Y | -5.1% | +35.4% | -40.5% | -9.8% |
| 3Y | -11.6% | +57.3% | -68.9% | -21.5% |
| All | +54.5% | +242.2% | -187.8% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling