-76.7%
PCG vs BAH
+218.8%
-295.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | +0.1% | +17.3% | -17.2% | -3.3% |
| 3M | -24.4% | +14.9% | -39.3% | -26.9% |
| 6M | -17.7% | +14.2% | -31.9% | -20.7% |
| YTD | -17.4% | +5.1% | -22.5% | -20.0% |
| 1Y | -19.4% | +2.1% | -21.5% | -21.5% |
| 3Y | -18.6% | -26.0% | +7.4% | -17.6% |
| 5Y | +10.2% | +9.0% | +1.3% | -3.9% |
| 10Y | -76.7% | +208.8% | -285.5% | -82.7% |
| All | -76.7% | +218.8% | -295.5% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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