-19.2%
PCG vs FLR
+482.5%
-501.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +1.4% | -9.1% | +10.5% | +2.9% |
| 3M | -23.4% | -4.7% | -18.7% | -23.2% |
| 6M | -19.4% | -14.2% | -5.1% | -18.4% |
| YTD | -18.5% | +17.3% | -35.8% | -22.2% |
| 1Y | -19.5% | +4.3% | -23.8% | -21.8% |
| 3Y | -21.0% | +30.7% | -51.7% | -28.9% |
| 5Y | +13.7% | +101.3% | -87.6% | -7.7% |
| 10Y | -77.2% | +12.4% | -89.5% | -83.1% |
| All | -19.2% | +482.5% | -501.7% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling