+35.6%
PFE vs PCG
-14.1%
+49.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | +4.6% | +1.9% | +2.6% | +4.5% |
| 30D | +12.3% | +8.5% | +3.8% | +11.9% |
| 3M | +21.2% | -22.9% | +44.1% | +23.5% |
| 6M | +21.1% | -16.8% | +37.8% | +20.9% |
| YTD | +30.0% | -15.8% | +45.8% | +27.9% |
| 1Y | +35.6% | -16.0% | +51.6% | +34.5% |
| All | +35.6% | -14.1% | +49.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling