-76.2%
PCG vs B
+184.6%
-260.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +1.8% |
| 7D | -0.5% | +7.1% | -7.6% | -1.8% |
| 30D | +0.8% | -3.3% | +4.1% | +1.2% |
| 3M | -22.0% | -2.5% | -19.5% | -21.9% |
| 6M | -17.1% | -7.2% | -9.9% | -16.8% |
| YTD | -16.9% | -7.4% | -9.5% | -17.3% |
| 1Y | -19.1% | +16.4% | -35.5% | -23.1% |
| 3Y | -19.4% | +178.7% | -198.2% | -37.5% |
| 5Y | +9.0% | +121.7% | -112.7% | -13.0% |
| 10Y | -76.2% | +208.6% | -284.8% | -83.3% |
| All | -76.2% | +184.6% | -260.8% | -83.3% |
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 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