+212.3%
BMNR vs PCG
-11.2%
+223.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -8.5% | +0.5% | -9.0% | -8.6% |
| 30D | +33.8% | -18.9% | +52.7% | +38.6% |
| 3M | +54.7% | -15.8% | +70.6% | +58.7% |
| 6M | +16.7% | -22.6% | +39.3% | +23.9% |
| YTD | -10.9% | -12.2% | +1.3% | -8.2% |
| 1Y | -46.9% | -7.1% | -39.8% | -45.1% |
| All | +212.3% | -11.2% | +223.6% | +529.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling