-47.6%
BMNR vs PCG
-8.8%
-38.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +3.5% |
| 7D | +0.2% | -3.5% | +3.7% | +0.4% |
| 30D | +39.9% | -20.6% | +60.5% | +42.4% |
| 3M | +51.5% | -17.6% | +69.1% | +53.0% |
| 6M | +18.9% | -23.5% | +42.4% | +23.8% |
| YTD | -7.8% | -13.6% | +5.8% | -5.8% |
| 1Y | -47.6% | -11.3% | -36.3% | -43.8% |
| All | -47.6% | -8.8% | -38.8% | -43.8% |
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