-2.5%
PFE vs PCG
-11.7%
+9.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.6% |
| 7D | +1.8% | -13.9% | +15.6% | +3.4% |
| 30D | +10.2% | -16.9% | +27.1% | +12.6% |
| 3M | +12.7% | -14.7% | +27.4% | +14.4% |
| 6M | +10.5% | -23.8% | +34.4% | +14.4% |
| YTD | +20.2% | -10.5% | +30.7% | +20.5% |
| 1Y | +24.1% | -5.1% | +29.2% | +23.0% |
| All | -2.5% | -11.7% | +9.2% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling