+28.1%
BA vs PCG
-77.2%
+105.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -1.7% | -1.1% | -0.7% | -1.6% |
| 30D | -9.5% | +0.1% | -9.5% | -9.5% |
| 3M | -26.5% | -24.4% | -2.0% | -24.0% |
| 6M | -27.4% | -17.7% | -9.7% | -26.0% |
| YTD | -20.6% | -17.4% | -3.2% | -19.2% |
| 1Y | -11.4% | -19.4% | +7.9% | -9.6% |
| 3Y | -10.8% | -18.6% | +7.8% | -9.7% |
| 5Y | -21.9% | +10.2% | -32.1% | -24.3% |
| 10Y | +28.1% | -76.7% | +104.8% | +32.0% |
| All | +28.1% | -77.2% | +105.4% | +32.0% |
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 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