+42.3%
PCG vs FRSH
-72.5%
+114.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.5% | -6.6% | +3.1% | -3.0% |
| 30D | -20.6% | +2.1% | -22.7% | -20.9% |
| 3M | -17.6% | +29.0% | -46.5% | -19.5% |
| 6M | -23.5% | +48.6% | -72.1% | -26.5% |
| YTD | -13.6% | -2.9% | -10.7% | -14.0% |
| 1Y | -11.3% | -7.9% | -3.4% | -11.4% |
| 3Y | -16.9% | -46.5% | +29.6% | -13.8% |
| All | +42.3% | -72.5% | +114.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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