+14.1%
PCG vs B
+134.6%
-120.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -1.6% | +9.6% | -11.2% | -2.9% |
| 30D | +1.4% | +3.5% | -2.1% | +0.8% |
| 3M | -23.4% | -1.6% | -21.8% | -23.3% |
| 6M | -19.4% | -1.7% | -17.7% | -19.7% |
| YTD | -18.5% | -5.3% | -13.2% | -19.1% |
| 1Y | -19.5% | +27.2% | -46.8% | -24.1% |
| 3Y | -21.0% | +166.1% | -187.1% | -36.7% |
| All | +14.1% | +134.6% | -120.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling