+223.1%
BMNR vs PCG
-12.7%
+235.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +3.7% |
| 7D | +0.2% | -3.5% | +3.7% | +0.8% |
| 30D | +39.9% | -20.6% | +60.5% | +45.5% |
| 3M | +51.5% | -17.6% | +69.1% | +56.0% |
| 6M | +18.9% | -23.5% | +42.4% | +26.3% |
| YTD | -7.8% | -13.6% | +5.8% | -4.9% |
| 1Y | -47.6% | -11.3% | -36.3% | -44.8% |
| All | +223.1% | -12.7% | +235.7% | +552.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling