-22.1%
BA vs PCG
+13.7%
-35.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | -7.9% | +1.4% | -9.3% | -8.3% |
| 3M | -25.3% | -23.4% | -1.9% | -20.6% |
| 6M | -24.6% | -19.4% | -5.2% | -21.5% |
| YTD | -20.1% | -18.5% | -1.6% | -17.3% |
| 1Y | -11.8% | -19.5% | +7.8% | -8.3% |
| 3Y | -10.1% | -21.0% | +10.9% | -9.3% |
| All | -22.1% | +13.7% | -35.9% | -38.8% |
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