-11.5%
BA vs PCG
-19.4%
+7.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -1.7% | -1.1% | -0.7% | -1.7% |
| 30D | -9.5% | +0.1% | -9.5% | -9.4% |
| 3M | -26.5% | -24.4% | -2.0% | -25.4% |
| 6M | -27.4% | -17.7% | -9.7% | -26.9% |
| YTD | -20.6% | -17.4% | -3.2% | -17.5% |
| All | -11.5% | -19.4% | +7.9% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling