+263.2%
BAC vs PCG
-77.4%
+340.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | -7.7% | +1.4% | -9.1% | -7.8% |
| 3M | -21.2% | -23.4% | +2.2% | -19.3% |
| 6M | -6.8% | -19.4% | +12.5% | -5.3% |
| YTD | -8.7% | -18.5% | +9.8% | -7.3% |
| 1Y | -5.3% | -19.5% | +14.3% | -3.8% |
| 3Y | +87.4% | -21.0% | +108.4% | +90.3% |
| 5Y | +18.9% | +13.7% | +5.2% | +16.6% |
| All | +263.2% | -77.4% | +340.6% | +253.1% |
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