-11.1%
PCG vs FRSH
-48.3%
+37.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.6% | +3.8% |
| 7D | +5.4% | -10.1% | +15.5% | +5.8% |
| 30D | -15.1% | +2.2% | -17.3% | -15.3% |
| 3M | -9.8% | +28.6% | -38.4% | -10.9% |
| 6M | -18.0% | +40.2% | -58.2% | -19.5% |
| YTD | -7.2% | -1.2% | -6.0% | -6.9% |
| 1Y | +2.9% | -7.9% | +10.8% | +3.7% |
| 3Y | -11.1% | -44.7% | +33.7% | -8.4% |
| All | -11.1% | -48.3% | +37.2% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling