+26.0%
PFE vs PCG
-19.4%
+45.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -4.7% | -1.1% | -3.6% | -4.6% |
| 30D | +3.4% | +0.1% | +3.3% | +3.4% |
| 3M | +9.2% | -24.4% | +33.7% | +11.5% |
| 6M | +15.8% | -17.7% | +33.5% | +15.5% |
| YTD | +23.4% | -17.4% | +40.9% | +21.4% |
| All | +26.0% | -19.4% | +45.4% | +25.6% |
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