-76.7%
PCG vs USFR
+28.5%
-105.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.1% | +0.1% | -1.1% | -1.0% |
| 30D | +0.1% | +0.4% | -0.3% | +0.3% |
| 3M | -24.4% | +1.1% | -25.5% | -24.0% |
| 6M | -17.7% | +2.0% | -19.7% | -17.0% |
| YTD | -17.4% | +3.4% | -20.8% | -16.3% |
| 1Y | -19.4% | +4.1% | -23.5% | -18.1% |
| 3Y | -18.6% | +14.3% | -32.9% | -13.5% |
| 5Y | +10.2% | +21.3% | -11.1% | +19.9% |
| 10Y | -76.7% | +28.5% | -105.2% | -73.4% |
| All | -76.7% | +28.5% | -105.2% | -73.4% |
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