-76.0%
PCG vs FN
+900.0%
-976.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.0% |
| 7D | -13.9% | -1.7% | -12.2% | -13.7% |
| 30D | -16.9% | -22.0% | +5.1% | -14.6% |
| 3M | -14.7% | -43.0% | +28.3% | -9.4% |
| 6M | -23.8% | -27.7% | +3.9% | -22.8% |
| YTD | -10.5% | -10.5% | 0.0% | -13.0% |
| 1Y | -5.1% | +12.5% | -17.6% | -12.0% |
| 3Y | -11.6% | +153.8% | -165.4% | -34.3% |
| 5Y | +59.0% | +288.0% | -229.0% | +2.5% |
| All | -76.0% | +900.0% | -976.0% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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