-75.2%
PCG vs BB
+3.3%
-78.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.4% |
| 7D | +5.4% | +0.5% | +4.9% | +5.4% |
| 30D | -15.1% | -12.4% | -2.8% | -14.2% |
| 3M | -9.8% | -15.3% | +5.5% | -9.1% |
| 6M | -18.0% | +128.8% | -146.8% | -25.4% |
| YTD | -7.2% | +107.7% | -114.9% | -14.9% |
| 1Y | +2.9% | +103.9% | -101.0% | -5.8% |
| 3Y | -11.1% | +72.6% | -83.7% | -19.8% |
| 5Y | +61.8% | -24.3% | +86.0% | +54.5% |
| 10Y | -75.2% | +3.1% | -78.3% | -82.3% |
| All | -75.2% | +3.3% | -78.4% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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