-65.4%
PCG vs FWONK
+276.6%
-342.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | -13.9% | -6.2% | -7.7% | -12.3% |
| 30D | -16.9% | -0.6% | -16.3% | -16.7% |
| 3M | -14.7% | +11.1% | -25.8% | -17.3% |
| 6M | -23.8% | +11.7% | -35.5% | -26.5% |
| YTD | -10.5% | -3.1% | -7.4% | -10.3% |
| 1Y | -5.1% | -4.2% | -0.9% | -4.8% |
| 3Y | -11.6% | +38.3% | -50.0% | -21.4% |
| 5Y | +59.0% | +92.2% | -33.2% | +26.3% |
| 10Y | -75.7% | +355.4% | -431.1% | -84.3% |
| All | -65.4% | +276.6% | -342.0% | -77.5% |
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