-3.1%
BAC vs PCG
-18.8%
+15.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.7% |
| 3M | -20.2% | -22.0% | +1.8% | -19.1% |
| 6M | -0.2% | -17.1% | +16.9% | +0.3% |
| YTD | -6.4% | -16.9% | +10.5% | -7.1% |
| 1Y | -3.1% | -19.1% | +16.0% | -3.5% |
| All | -3.1% | -18.8% | +15.7% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling