-75.2%
PCG vs USFR
+28.1%
-103.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | -15.1% | +0.3% | -15.4% | -15.0% |
| 3M | -9.8% | +1.0% | -10.8% | -9.5% |
| 6M | -18.0% | +1.9% | -19.9% | -17.4% |
| YTD | -7.2% | +2.7% | -9.9% | -6.3% |
| 1Y | +2.9% | +4.0% | -1.2% | +4.5% |
| 3Y | -11.1% | +14.0% | -25.1% | -5.4% |
| 5Y | +61.8% | +20.4% | +41.4% | +76.2% |
| 10Y | -75.2% | +28.1% | -103.2% | -70.7% |
| All | -75.2% | +28.1% | -103.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling