+911.5%
BE vs PCG
-65.7%
+977.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +4.9% | +7.0% |
| 7D | +20.0% | -13.9% | +33.8% | +22.3% |
| 30D | +7.9% | -16.9% | +24.8% | +10.5% |
| 3M | -13.2% | -14.7% | +1.5% | -11.8% |
| 6M | +53.5% | -23.8% | +77.3% | +58.8% |
| YTD | +191.0% | -10.5% | +201.5% | +192.9% |
| 1Y | +360.5% | -5.1% | +365.6% | +358.6% |
| 3Y | +1,568.0% | -11.6% | +1,579.6% | +1,585.8% |
| 5Y | +1,055.2% | +59.0% | +996.2% | +986.2% |
| All | +911.5% | -65.7% | +977.2% | +857.9% |
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