+50.7%
PFE vs PCG
-76.4%
+127.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -3.0% | -2.2% | -0.7% | -2.8% |
| 30D | +5.2% | -0.5% | +5.7% | +5.2% |
| 3M | +12.2% | -24.0% | +36.2% | +13.5% |
| 6M | +17.8% | -18.6% | +36.4% | +18.7% |
| YTD | +26.2% | -17.7% | +43.9% | +27.0% |
| 1Y | +23.2% | -20.0% | +43.2% | +24.1% |
| 3Y | +21.3% | -20.2% | +41.5% | +22.0% |
| 5Y | -23.1% | +8.4% | -31.5% | -23.8% |
| 10Y | +50.7% | -76.4% | +127.1% | +57.9% |
| All | +50.7% | -76.4% | +127.1% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling