-40.8%
BMNR vs PCG
-6.6%
-34.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -5.7% |
| 7D | +4.9% | -13.9% | +18.8% | +5.4% |
| 30D | +35.5% | -16.9% | +52.3% | +37.5% |
| 3M | +39.6% | -14.7% | +54.3% | +40.5% |
| 6M | +18.2% | -23.8% | +42.0% | +24.6% |
| YTD | -8.0% | -10.5% | +2.5% | -6.5% |
| 1Y | -40.8% | -5.1% | -35.7% | -37.1% |
| All | -40.8% | -6.6% | -34.2% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling