+3,280.0%
PFE vs PCG
+103.4%
+3,176.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.5% |
| 7D | +1.8% | -13.9% | +15.6% | +3.0% |
| 30D | +10.2% | -16.9% | +27.1% | +12.0% |
| 3M | +12.7% | -14.7% | +27.4% | +14.1% |
| 6M | +10.5% | -23.8% | +34.4% | +13.2% |
| YTD | +20.2% | -10.5% | +30.7% | +20.9% |
| 1Y | +24.1% | -5.1% | +29.2% | +24.0% |
| 3Y | -3.6% | -11.6% | +8.0% | -3.4% |
| 5Y | -20.9% | +59.0% | -79.9% | -26.2% |
| 10Y | +35.8% | -75.7% | +111.6% | +41.1% |
| All | +3,280.0% | +103.4% | +3,176.6% | +1,674.6% |
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 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