-80.0%
PCG vs FND
+61.4%
-141.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.1% |
| 7D | -2.0% | -5.1% | +3.2% | -0.9% |
| 30D | -2.7% | +9.2% | -11.9% | -4.9% |
| 3M | -25.1% | -17.7% | -7.4% | -22.2% |
| 6M | -22.3% | +2.5% | -24.8% | -23.7% |
| YTD | -18.5% | -19.8% | +1.3% | -16.3% |
| 1Y | -21.8% | -22.7% | +0.8% | -19.3% |
| 3Y | -21.0% | -38.3% | +17.3% | -17.7% |
| 5Y | +8.1% | -63.0% | +71.1% | +21.2% |
| All | -80.0% | +61.4% | -141.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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