+17.8%
PFE vs PCG
-18.9%
+36.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | -4.7% | -1.1% | -3.6% | -4.6% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | +9.2% | -24.4% | +33.7% | +13.1% |
| 6M | +15.8% | -17.7% | +33.5% | +17.6% |
| YTD | +23.4% | -17.4% | +40.9% | +24.9% |
| 1Y | +25.8% | -19.4% | +45.2% | +27.9% |
| 3Y | +17.8% | -18.6% | +36.4% | +19.2% |
| All | +17.8% | -18.9% | +36.8% | +19.2% |
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