-5.1%
PCG vs BAX
+9.9%
-15.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | -13.9% | -1.1% | -12.7% | -13.7% |
| 30D | -16.9% | -5.5% | -11.4% | -16.3% |
| 3M | -14.7% | +33.5% | -48.3% | -17.7% |
| 6M | -23.8% | +35.9% | -59.7% | -26.9% |
| YTD | -10.5% | +35.4% | -45.9% | -15.4% |
| 1Y | -5.1% | +9.8% | -14.9% | -7.1% |
| All | -5.1% | +9.9% | -15.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling