+217.6%
BAC vs PCG
-76.0%
+293.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.8% |
| 7D | +3.2% | +2.2% | +1.1% | +3.0% |
| 30D | -0.7% | +0.8% | -1.5% | -0.8% |
| 3M | -20.0% | -23.8% | +3.8% | -18.1% |
| 6M | +3.4% | -19.6% | +23.0% | +5.2% |
| YTD | -5.7% | -16.7% | +11.0% | -4.5% |
| 1Y | -1.4% | -19.4% | +17.9% | +0.1% |
| 3Y | +97.9% | -18.3% | +116.2% | +100.3% |
| 5Y | +22.9% | +10.4% | +12.5% | +20.7% |
| All | +217.6% | -76.0% | +293.6% | +221.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling