+8.1%
PCG vs PFG
+95.0%
-86.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.7% | +5.0% | -7.7% | -4.4% |
| 3M | -25.1% | +0.1% | -25.1% | -25.3% |
| 6M | -22.3% | +13.8% | -36.1% | -26.3% |
| YTD | -18.5% | +31.2% | -49.7% | -27.1% |
| 1Y | -21.8% | +37.1% | -58.9% | -31.4% |
| 3Y | -21.0% | +80.6% | -101.6% | -39.0% |
| 5Y | +8.1% | +93.7% | -85.6% | -23.7% |
| All | +8.1% | +95.0% | -86.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling