-75.2%
PCG vs FTV
+77.3%
-152.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | -15.1% | -8.3% | -6.8% | -11.7% |
| 3M | -9.8% | -7.4% | -2.4% | -7.1% |
| 6M | -18.0% | -1.2% | -16.8% | -18.4% |
| YTD | -7.2% | +2.7% | -9.9% | -9.9% |
| 1Y | +2.9% | +18.4% | -15.6% | -7.0% |
| 3Y | -11.1% | -2.0% | -9.1% | -14.3% |
| 5Y | +61.8% | +3.4% | +58.4% | +48.3% |
| 10Y | -75.2% | +78.5% | -153.6% | -81.1% |
| All | -75.2% | +77.3% | -152.5% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling