+87.3%
PCG vs BAX
+898.9%
-811.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -1.6% | +12.1% | -13.7% | -4.3% |
| 30D | +1.4% | +7.6% | -6.2% | -0.6% |
| 3M | -23.4% | -4.5% | -18.9% | -22.9% |
| 6M | -19.4% | +52.0% | -71.4% | -27.9% |
| YTD | -18.5% | +35.1% | -53.6% | -25.8% |
| 1Y | -19.5% | +43.7% | -63.3% | -28.0% |
| 3Y | -21.0% | -20.9% | -0.1% | -20.5% |
| 5Y | +13.7% | -63.5% | +77.3% | +37.4% |
| 10Y | -77.2% | -36.0% | -41.2% | -75.9% |
| All | +87.3% | +898.9% | -811.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling