-10.1%
BA vs PCG
-21.6%
+11.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | -7.9% | +1.4% | -9.3% | -8.1% |
| 3M | -25.3% | -23.4% | -1.9% | -23.0% |
| 6M | -24.6% | -19.4% | -5.2% | -23.1% |
| YTD | -20.1% | -18.5% | -1.6% | -18.5% |
| 1Y | -11.8% | -19.5% | +7.8% | -9.8% |
| 3Y | -10.1% | -21.0% | +10.9% | -9.2% |
| All | -10.1% | -21.6% | +11.5% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling