+9.3%
PCG vs FND
-63.9%
+73.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.5% |
| 7D | +2.2% | -6.8% | +9.0% | +3.3% |
| 30D | +0.8% | +8.0% | -7.2% | -0.8% |
| 3M | -23.8% | -18.9% | -4.9% | -21.3% |
| 6M | -19.6% | +4.7% | -24.3% | -20.9% |
| YTD | -16.7% | -21.6% | +4.9% | -14.5% |
| 1Y | -19.4% | -22.0% | +2.6% | -17.3% |
| 3Y | -18.3% | -40.4% | +22.1% | -15.1% |
| All | +9.3% | -63.9% | +73.2% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling