+237.7%
BAC vs PCG
-76.4%
+314.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.1% | -0.5% | +2.5% | +2.1% |
| 30D | -6.7% | +0.8% | -7.5% | -6.8% |
| 3M | -20.2% | -22.0% | +1.8% | -18.5% |
| 6M | -0.2% | -17.1% | +16.9% | +1.2% |
| YTD | -6.4% | -16.9% | +10.5% | -5.2% |
| 1Y | -3.1% | -19.1% | +16.0% | -1.6% |
| 3Y | +96.7% | -19.4% | +116.2% | +99.3% |
| 5Y | +21.3% | +9.0% | +12.3% | +19.3% |
| 10Y | +237.7% | -76.2% | +313.9% | +243.5% |
| All | +237.7% | -76.4% | +314.1% | +243.5% |
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