+105.7%
PCG vs B
+803.7%
-698.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.6% |
| 7D | -13.9% | -1.6% | -12.3% | -13.8% |
| 30D | -16.9% | +9.4% | -26.3% | -17.4% |
| 3M | -14.7% | +5.0% | -19.7% | -15.2% |
| 6M | -23.8% | -3.5% | -20.3% | -23.9% |
| YTD | -10.5% | +4.5% | -15.0% | -11.2% |
| 1Y | -5.1% | +67.8% | -72.9% | -9.0% |
| 3Y | -11.6% | +196.7% | -208.3% | -18.8% |
| 5Y | +59.0% | +151.9% | -92.9% | +46.8% |
| 10Y | -75.7% | +202.2% | -277.9% | -78.0% |
| All | +105.7% | +803.7% | -698.0% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling