-77.6%
PCG vs FN
+753.0%
-830.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.7% | -13.6% | -3.4% |
| 7D | -1.6% | 0.0% | -1.5% | -2.0% |
| 30D | +1.4% | -34.3% | +35.7% | +6.3% |
| 3M | -23.4% | -39.9% | +16.5% | -19.3% |
| 6M | -19.4% | -51.8% | +32.5% | -13.6% |
| YTD | -18.5% | -28.1% | +9.7% | -19.2% |
| 1Y | -19.5% | -29.1% | +9.5% | -20.6% |
| 3Y | -21.0% | +102.4% | -123.4% | -40.0% |
| 5Y | +13.7% | +171.7% | -157.9% | -22.6% |
| All | -77.6% | +753.0% | -830.6% | -88.1% |
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