+71.4%
BAC vs PCG
+58.3%
+13.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.8% |
| 7D | +1.1% | -13.9% | +14.9% | +4.8% |
| 30D | -0.4% | -16.9% | +16.5% | +4.2% |
| 3M | +16.9% | -14.7% | +31.6% | +21.0% |
| 6M | +26.6% | -23.8% | +50.4% | +36.0% |
| YTD | +15.8% | -10.5% | +26.3% | +16.9% |
| 1Y | +27.2% | -5.1% | +32.3% | +25.1% |
| 3Y | +132.4% | -11.6% | +144.0% | +130.2% |
| All | +71.4% | +58.3% | +13.1% | +31.0% |
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