-76.7%
PCG vs FTV
+90.8%
-167.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | -13.9% | -4.5% | -9.4% | -12.0% |
| 30D | -16.9% | -7.1% | -9.8% | -14.1% |
| 3M | -14.7% | -7.2% | -7.6% | -12.3% |
| 6M | -23.8% | -1.5% | -22.3% | -24.1% |
| YTD | -10.5% | +3.5% | -14.0% | -13.3% |
| 1Y | -5.1% | +20.3% | -25.5% | -14.7% |
| 3Y | -11.6% | -3.1% | -8.5% | -14.2% |
| 5Y | +59.0% | +2.3% | +56.7% | +46.8% |
| 10Y | -75.7% | +76.3% | -152.1% | -81.4% |
| All | -76.7% | +90.8% | -167.5% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling