-23.1%
BA vs PCG
+14.4%
-37.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -9.1% | +5.8% | -15.0% | -10.6% |
| 3M | -28.2% | -22.8% | -5.4% | -23.8% |
| 6M | -23.1% | -18.4% | -4.7% | -20.1% |
| YTD | -20.6% | -16.9% | -3.7% | -18.1% |
| 1Y | -12.7% | -17.6% | +4.9% | -9.9% |
| 3Y | -11.6% | -20.0% | +8.4% | -10.9% |
| 5Y | -23.1% | +16.0% | -39.2% | -40.0% |
| All | -23.1% | +14.4% | -37.5% | -40.0% |
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 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