-75.2%
PCG vs BAX
-36.7%
-38.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.4% | +4.7% |
| 7D | +5.4% | -2.4% | +7.8% | +6.0% |
| 30D | -15.1% | -9.7% | -5.4% | -12.8% |
| 3M | -9.8% | +29.3% | -39.1% | -16.6% |
| 6M | -18.0% | +40.7% | -58.7% | -26.4% |
| YTD | -7.2% | +30.3% | -37.5% | -15.9% |
| 1Y | +2.9% | +3.4% | -0.5% | -0.6% |
| 3Y | -11.1% | -32.0% | +20.9% | -5.3% |
| 5Y | +61.8% | -66.9% | +128.7% | +129.5% |
| 10Y | -75.2% | -37.1% | -38.1% | -71.5% |
| All | -75.2% | -36.7% | -38.4% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling