-77.6%
PCG vs B
+183.2%
-260.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -1.6% | +9.6% | -11.2% | -3.2% |
| 30D | +1.4% | +3.5% | -2.1% | +0.6% |
| 3M | -23.4% | -1.6% | -21.8% | -23.4% |
| 6M | -19.4% | -1.7% | -17.7% | -19.9% |
| YTD | -18.5% | -5.3% | -13.2% | -19.2% |
| 1Y | -19.5% | +27.2% | -46.8% | -24.8% |
| 3Y | -21.0% | +166.1% | -187.1% | -38.0% |
| 5Y | +13.7% | +136.5% | -122.8% | -10.3% |
| All | -77.6% | +183.2% | -260.9% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling