-78.0%
PCG vs FND
+66.0%
-144.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | -13.9% | -5.2% | -8.6% | -12.7% |
| 30D | -16.9% | -19.9% | +3.0% | -12.8% |
| 3M | -14.7% | +2.7% | -17.5% | -15.7% |
| 6M | -23.8% | -21.7% | -2.1% | -20.6% |
| YTD | -10.5% | -17.5% | +7.0% | -8.2% |
| 1Y | -5.1% | -39.3% | +34.2% | +3.6% |
| 3Y | -11.6% | -49.8% | +38.2% | -3.1% |
| 5Y | +59.0% | -60.1% | +119.1% | +75.5% |
| All | -78.0% | +66.0% | -144.1% | -83.5% |
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