-20.0%
PCG vs FTV
+32.8%
-52.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.2% | -0.7% | -1.6% | -2.2% |
| 30D | -0.5% | +18.3% | -18.8% | -2.8% |
| 3M | -24.0% | +10.2% | -34.2% | -25.0% |
| 6M | -18.6% | +12.8% | -31.4% | -20.2% |
| YTD | -17.7% | +23.4% | -41.0% | -22.1% |
| 1Y | -20.0% | +31.4% | -51.4% | -24.1% |
| All | -20.0% | +32.8% | -52.9% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling