+532.2%
BE vs PCG
+10.2%
+521.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -6.0% |
| 7D | +10.8% | +2.2% | +8.7% | +9.5% |
| 30D | -19.8% | +0.8% | -20.5% | -19.9% |
| 3M | -18.7% | -23.8% | +5.1% | -8.4% |
| 6M | -33.7% | -19.6% | -14.1% | -28.4% |
| YTD | +121.0% | -16.7% | +137.7% | +129.9% |
| 1Y | +85.4% | -19.4% | +104.8% | +96.0% |
| 3Y | +1,709.5% | -18.3% | +1,727.8% | +1,776.5% |
| All | +532.2% | +10.2% | +521.9% | +422.1% |
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 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