-5.1%
PCG vs B
+70.0%
-75.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.6% |
| 7D | -13.9% | -1.6% | -12.3% | -13.7% |
| 30D | -16.9% | +9.4% | -26.3% | -17.2% |
| 3M | -14.7% | +5.0% | -19.7% | -15.0% |
| 6M | -23.8% | -3.5% | -20.3% | -24.0% |
| YTD | -10.5% | +4.5% | -15.0% | -11.6% |
| 1Y | -5.1% | +67.8% | -72.9% | -6.3% |
| All | -5.1% | +70.0% | -75.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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