+48.8%
PFE vs PCG
-76.0%
+124.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | -1.7% | +2.2% | -3.9% | -1.8% |
| 30D | +0.3% | +0.8% | -0.4% | +0.3% |
| 3M | +9.4% | -23.8% | +33.2% | +10.6% |
| 6M | +14.9% | -19.6% | +34.5% | +15.8% |
| YTD | +23.8% | -16.7% | +40.5% | +24.5% |
| 1Y | +19.5% | -19.4% | +38.9% | +20.4% |
| 3Y | +21.0% | -18.3% | +39.3% | +21.6% |
| 5Y | -23.9% | +10.4% | -34.3% | -24.6% |
| All | +48.8% | -76.0% | +124.8% | +55.7% |
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