-39.3%
BE vs PCG
-20.4%
-19.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +4.0% |
| 7D | -14.7% | -1.6% | -13.1% | -14.3% |
| 30D | -40.5% | +1.4% | -41.9% | -40.6% |
| 3M | -24.3% | -23.4% | -0.9% | -23.5% |
| 6M | -39.3% | -19.4% | -19.9% | -42.5% |
| All | -39.3% | -20.4% | -19.0% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling