+135.1%
BAC vs PCG
-11.7%
+146.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | +1.1% | -13.9% | +14.9% | +3.9% |
| 30D | -0.4% | -16.9% | +16.5% | +3.1% |
| 3M | +16.9% | -14.7% | +31.6% | +19.9% |
| 6M | +26.6% | -23.8% | +50.4% | +34.0% |
| YTD | +15.8% | -10.5% | +26.3% | +16.3% |
| 1Y | +27.2% | -5.1% | +32.3% | +24.9% |
| All | +135.1% | -11.7% | +146.8% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling