-80.0%
PCG vs FND
+69.4%
-149.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -1.6% | +7.7% | -9.3% | -3.3% |
| 30D | +1.4% | +11.9% | -10.4% | -1.3% |
| 3M | -23.4% | -14.6% | -8.8% | -21.1% |
| 6M | -19.4% | +0.5% | -19.8% | -20.5% |
| YTD | -18.5% | -15.8% | -2.7% | -17.1% |
| 1Y | -19.5% | -12.9% | -6.6% | -19.0% |
| 3Y | -21.0% | -34.2% | +13.2% | -18.8% |
| 5Y | +13.7% | -61.6% | +75.3% | +26.6% |
| All | -80.0% | +69.4% | -149.4% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling