-60.0%
PCG vs BAH
+886.2%
-946.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.7% |
| 7D | -13.9% | -3.2% | -10.6% | -13.4% |
| 30D | -16.9% | +2.0% | -18.9% | -17.3% |
| 3M | -14.7% | -7.6% | -7.1% | -13.9% |
| 6M | -23.8% | -5.7% | -18.1% | -23.7% |
| YTD | -10.5% | -11.7% | +1.2% | -9.9% |
| 1Y | -5.1% | -27.4% | +22.3% | -1.1% |
| 3Y | -11.6% | -32.5% | +20.9% | -9.1% |
| 5Y | +59.0% | -3.3% | +62.3% | +49.7% |
| 10Y | -75.7% | +186.0% | -261.7% | -80.0% |
| All | -60.0% | +886.2% | -946.2% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling