-19.1%
PCG vs FTV
+32.5%
-51.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -0.5% | +1.4% | -1.8% | -0.7% |
| 30D | +0.8% | +18.3% | -17.5% | -1.6% |
| 3M | -22.0% | +9.8% | -31.9% | -23.0% |
| 6M | -17.1% | +12.3% | -29.4% | -18.6% |
| YTD | -16.9% | +23.1% | -39.9% | -21.3% |
| 1Y | -19.1% | +32.5% | -51.6% | -23.0% |
| All | -19.1% | +32.5% | -51.5% | -23.0% |
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