+60.6%
PFE vs PCG
-77.4%
+138.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.5% |
| 7D | -3.7% | -1.6% | -2.1% | -3.6% |
| 30D | +5.0% | +1.4% | +3.6% | +4.9% |
| 3M | +12.2% | -23.4% | +35.6% | +13.4% |
| 6M | +14.6% | -19.4% | +34.0% | +15.5% |
| YTD | +24.1% | -18.5% | +42.6% | +25.0% |
| 1Y | +26.6% | -19.5% | +46.1% | +27.5% |
| 3Y | +14.3% | -21.0% | +35.3% | +15.0% |
| 5Y | -21.9% | +13.7% | -35.7% | -22.7% |
| All | +60.6% | -77.4% | +138.0% | +70.3% |
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