+668.0%
BE vs PCG
-68.1%
+736.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.3% |
| 7D | +10.8% | +2.2% | +8.7% | +10.4% |
| 30D | -19.8% | +0.8% | -20.5% | -19.8% |
| 3M | -18.7% | -23.8% | +5.1% | -15.5% |
| 6M | -33.7% | -19.6% | -14.1% | -31.9% |
| YTD | +121.0% | -16.7% | +137.7% | +125.2% |
| 1Y | +85.4% | -19.4% | +104.8% | +89.7% |
| 3Y | +1,709.5% | -18.3% | +1,727.8% | +1,752.7% |
| 5Y | +462.2% | +10.4% | +451.8% | +454.3% |
| All | +668.0% | -68.1% | +736.1% | +636.6% |
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