+1,072.4%
BAC vs PCG
+88.9%
+983.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -8.0% | +5.8% | -13.8% | -8.8% |
| 3M | -20.9% | -22.8% | +1.8% | -18.3% |
| 6M | -5.4% | -18.4% | +13.1% | -3.1% |
| YTD | -8.1% | -16.9% | +8.8% | -6.3% |
| 1Y | -3.1% | -17.6% | +14.5% | -1.2% |
| 3Y | +88.1% | -20.0% | +108.1% | +91.8% |
| 5Y | +19.7% | +16.0% | +3.7% | +15.0% |
| 10Y | +275.9% | -76.7% | +352.6% | +293.3% |
| All | +1,072.4% | +88.9% | +983.5% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling