-20.0%
PCG vs FTV
+39.1%
-59.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | +3.7% | -5.7% | -2.8% |
| 30D | -2.7% | +16.8% | -19.5% | -6.3% |
| 3M | -25.1% | +10.4% | -35.5% | -26.8% |
| 6M | -22.3% | +12.8% | -35.1% | -24.8% |
| YTD | -18.5% | +23.3% | -41.8% | -23.6% |
| 1Y | -21.8% | +31.0% | -52.8% | -28.0% |
| All | -20.0% | +39.1% | -59.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling