+675.5%
BE vs PCG
-68.4%
+743.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.6% | +11.7% |
| 7D | -1.2% | -1.1% | -0.2% | -1.0% |
| 30D | -30.9% | +0.1% | -31.0% | -30.8% |
| 3M | -11.6% | -24.4% | +12.8% | -7.9% |
| 6M | -25.7% | -17.7% | -8.1% | -23.9% |
| YTD | +123.1% | -17.4% | +140.6% | +127.8% |
| 1Y | +43.4% | -19.4% | +62.8% | +46.8% |
| 3Y | +1,683.6% | -18.6% | +1,702.2% | +1,727.9% |
| 5Y | +465.4% | +10.2% | +455.2% | +458.0% |
| All | +675.5% | -68.4% | +743.9% | +645.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling