+212.5%
BMNR vs PCG
-10.2%
+222.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.6% |
| 7D | +5.0% | +6.5% | -1.5% | +4.0% |
| 30D | +33.8% | -16.7% | +50.5% | +37.8% |
| 3M | +49.4% | -14.2% | +63.6% | +52.6% |
| 6M | +17.0% | -21.5% | +38.4% | +23.8% |
| YTD | -10.8% | -11.2% | +0.4% | -8.4% |
| 1Y | -45.7% | -4.2% | -41.5% | -44.6% |
| All | +212.5% | -10.2% | +222.7% | +528.8% |
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 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