-57.1%
PCG vs FN
+2,575.5%
-2,632.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | +0.1% |
| 7D | 0.0% | -16.0% | +16.0% | +1.4% |
| 30D | +5.8% | -40.1% | +45.9% | +10.8% |
| 3M | -22.8% | -43.9% | +21.1% | -19.1% |
| 6M | -18.4% | -55.6% | +37.2% | -13.3% |
| YTD | -16.9% | -35.7% | +18.8% | -16.1% |
| 1Y | -17.6% | -39.8% | +22.2% | -16.6% |
| 3Y | -20.0% | +80.3% | -100.2% | -31.4% |
| 5Y | +16.0% | +143.3% | -127.3% | -6.3% |
| 10Y | -76.7% | +682.3% | -759.0% | -83.4% |
| All | -57.1% | +2,575.5% | -2,632.7% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling