+3,391.6%
PFE vs PCG
+85.2%
+3,306.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.4% |
| 7D | -3.7% | -1.6% | -2.1% | -3.5% |
| 30D | +5.0% | +1.4% | +3.6% | +4.8% |
| 3M | +12.2% | -23.4% | +35.6% | +14.8% |
| 6M | +14.6% | -19.4% | +34.0% | +16.6% |
| YTD | +24.1% | -18.5% | +42.6% | +26.0% |
| 1Y | +26.6% | -19.5% | +46.1% | +28.7% |
| 3Y | +14.3% | -21.0% | +35.3% | +15.8% |
| 5Y | -21.9% | +13.7% | -35.7% | -24.5% |
| 10Y | +62.6% | -77.2% | +139.8% | +69.5% |
| All | +3,391.6% | +85.2% | +3,306.4% | +1,750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling