+14.1%
PCG vs FN
+170.4%
-156.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.7% | -13.6% | -2.7% |
| 7D | -1.6% | 0.0% | -1.5% | -1.8% |
| 30D | +1.4% | -34.3% | +35.7% | +4.0% |
| 3M | -23.4% | -39.9% | +16.5% | -21.3% |
| 6M | -19.4% | -51.8% | +32.5% | -16.3% |
| YTD | -18.5% | -28.1% | +9.7% | -19.0% |
| 1Y | -19.5% | -29.1% | +9.5% | -20.3% |
| 3Y | -21.0% | +102.4% | -123.4% | -34.0% |
| All | +14.1% | +170.4% | -156.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling