+8.2%
PCG vs PFG
+960.1%
-951.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | +1.4% | +2.0% | -0.6% | +0.9% |
| 3M | -23.4% | -3.2% | -20.2% | -23.0% |
| 6M | -19.4% | +10.9% | -30.3% | -21.4% |
| YTD | -18.5% | +28.8% | -47.3% | -23.2% |
| 1Y | -19.5% | +39.2% | -58.7% | -25.5% |
| 3Y | -21.0% | +75.0% | -96.0% | -30.7% |
| 5Y | +13.7% | +91.9% | -78.2% | -2.8% |
| 10Y | -77.2% | +202.3% | -279.5% | -82.7% |
| All | +8.2% | +960.1% | -951.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling