-63.5%
PCG vs USFR
+28.5%
-92.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.4% | +0.4% | +1.0% | +1.4% |
| 3M | -23.4% | +1.1% | -24.4% | -23.5% |
| 6M | -19.4% | +2.1% | -21.4% | -19.5% |
| YTD | -18.5% | +3.4% | -21.9% | -18.8% |
| 1Y | -19.5% | +4.1% | -23.6% | -19.9% |
| 3Y | -21.0% | +14.4% | -35.4% | -22.0% |
| 5Y | +13.7% | +21.3% | -7.6% | +11.4% |
| 10Y | -77.2% | +28.5% | -105.6% | -77.7% |
| All | -63.5% | +28.5% | -92.0% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling