-76.3%
PCG vs FWONK
+340.2%
-416.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -20.6% | -7.7% | -12.9% | -18.6% |
| 3M | -17.6% | +5.7% | -23.3% | -19.2% |
| 6M | -23.5% | +13.5% | -36.9% | -27.0% |
| YTD | -13.6% | -3.0% | -10.7% | -13.5% |
| 1Y | -11.3% | -6.4% | -4.9% | -10.3% |
| 3Y | -16.9% | +43.8% | -60.7% | -28.8% |
| 5Y | +50.8% | +98.6% | -47.8% | +12.4% |
| All | -76.3% | +340.2% | -416.5% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling