+14.1%
PCG vs BAX
-63.7%
+77.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -1.6% | +12.1% | -13.7% | -3.5% |
| 30D | +1.4% | +7.6% | -6.2% | 0.0% |
| 3M | -23.4% | -4.5% | -18.9% | -23.0% |
| 6M | -19.4% | +52.0% | -71.4% | -25.6% |
| YTD | -18.5% | +35.1% | -53.6% | -24.0% |
| 1Y | -19.5% | +43.7% | -63.3% | -26.0% |
| 3Y | -21.0% | -20.9% | -0.1% | -20.2% |
| All | +14.1% | -63.7% | +77.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling