+46.3%
PCG vs FRSH
-72.4%
+118.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.8% | -4.1% |
| 7D | +6.5% | -9.6% | +16.0% | +7.2% |
| 30D | -16.7% | -0.4% | -16.3% | -16.8% |
| 3M | -14.2% | +27.2% | -41.4% | -16.1% |
| 6M | -21.5% | +42.2% | -63.6% | -24.2% |
| YTD | -11.2% | -2.6% | -8.6% | -11.6% |
| 1Y | -4.2% | -10.2% | +6.0% | -4.0% |
| 3Y | -14.9% | -45.5% | +30.7% | -11.9% |
| All | +46.3% | -72.4% | +118.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling