+18.8%
PCG vs PFG
+1,015.3%
-996.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.8% |
| 7D | -13.9% | +5.5% | -19.4% | -14.8% |
| 30D | -16.9% | +2.4% | -19.2% | -17.3% |
| 3M | -14.7% | +13.6% | -28.3% | -17.1% |
| 6M | -23.8% | +27.9% | -51.7% | -27.9% |
| YTD | -10.5% | +35.6% | -46.1% | -16.4% |
| 1Y | -5.1% | +48.5% | -53.6% | -13.2% |
| 3Y | -11.6% | +66.9% | -78.5% | -21.6% |
| 5Y | +59.0% | +111.0% | -51.9% | +33.4% |
| 10Y | -75.7% | +244.5% | -320.2% | -82.0% |
| All | +18.8% | +1,015.3% | -996.5% | -49.0% |
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