-67.8%
PCG vs FWONK
+330.0%
-397.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +2.2% | +2.5% | -0.4% | +1.5% |
| 30D | +0.8% | +20.0% | -19.2% | -4.2% |
| 3M | -23.8% | +5.2% | -29.0% | -25.0% |
| 6M | -19.6% | +18.7% | -38.3% | -23.7% |
| YTD | -16.7% | +10.7% | -27.4% | -19.7% |
| 1Y | -19.4% | +8.2% | -27.6% | -21.8% |
| 3Y | -18.3% | +64.6% | -82.9% | -30.6% |
| 5Y | +10.4% | +92.5% | -82.1% | -12.2% |
| 10Y | -76.1% | +285.3% | -361.4% | -84.8% |
| All | -67.8% | +330.0% | -397.8% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling