-0.9%
BA vs PCG
+58.3%
-59.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | +1.2% | -13.9% | +15.0% | +4.4% |
| 30D | -11.6% | -16.9% | +5.2% | -8.0% |
| 3M | -2.4% | -14.7% | +12.4% | +0.7% |
| 6M | -6.6% | -23.8% | +17.2% | -0.4% |
| YTD | -2.2% | -10.5% | +8.3% | -1.1% |
| 1Y | -8.0% | -5.1% | -2.9% | -9.1% |
| 3Y | -5.0% | -11.6% | +6.6% | -6.9% |
| All | -0.9% | +58.3% | -59.2% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling