+87.4%
BAC vs PCG
-21.6%
+109.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -7.7% | +1.4% | -9.1% | -7.9% |
| 3M | -21.2% | -23.4% | +2.2% | -17.2% |
| 6M | -6.8% | -19.4% | +12.5% | -3.8% |
| YTD | -8.7% | -18.5% | +9.8% | -6.7% |
| 1Y | -5.3% | -19.5% | +14.3% | -2.8% |
| 3Y | +87.4% | -21.0% | +108.4% | +86.7% |
| All | +87.4% | -21.6% | +109.0% | +86.7% |
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