-78.5%
PCG vs FTV
+124.8%
-203.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.1% |
| 7D | -1.1% | +0.4% | -1.4% | -1.3% |
| 30D | +0.1% | +17.2% | -17.1% | -6.8% |
| 3M | -24.4% | +8.9% | -33.3% | -27.4% |
| 6M | -17.7% | +11.3% | -28.9% | -22.2% |
| YTD | -17.4% | +21.9% | -39.4% | -25.9% |
| 1Y | -19.4% | +31.6% | -50.9% | -30.3% |
| 3Y | -18.6% | +38.1% | -56.7% | -33.3% |
| 5Y | +10.2% | +15.7% | -5.5% | -3.4% |
| 10Y | -76.7% | +107.5% | -184.2% | -83.4% |
| All | -78.5% | +124.8% | -203.3% | -84.8% |
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