+73.5%
BA vs PCG
-75.9%
+149.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +1.2% | -13.9% | +15.0% | +2.8% |
| 30D | -11.6% | -16.9% | +5.2% | -9.8% |
| 3M | -2.4% | -14.7% | +12.4% | -0.8% |
| 6M | -6.6% | -23.8% | +17.2% | -3.7% |
| YTD | -2.2% | -10.5% | +8.3% | -1.5% |
| 1Y | -8.0% | -5.1% | -2.9% | -8.2% |
| 3Y | -5.0% | -11.6% | +6.6% | -4.8% |
| 5Y | -2.7% | +59.0% | -61.7% | -9.9% |
| All | +73.5% | -75.9% | +149.3% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling