+20.6%
BAC vs PCG
+7.2%
+13.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.9% | -2.2% | +0.4% | -1.2% |
| 30D | -7.2% | -0.5% | -6.7% | -7.0% |
| 3M | -20.4% | -24.0% | +3.5% | -14.6% |
| 6M | +1.3% | -18.6% | +19.9% | +5.7% |
| YTD | -6.4% | -17.7% | +11.3% | -3.3% |
| 1Y | -3.5% | -20.0% | +16.5% | +0.7% |
| 3Y | +96.7% | -20.2% | +116.9% | +101.1% |
| 5Y | +20.6% | +8.4% | +12.2% | +1.7% |
| All | +20.6% | +7.2% | +13.4% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling