-19.6%
PCG vs BB
+100.0%
-119.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.3% |
| 7D | -1.1% | +15.0% | -16.0% | -1.0% |
| 30D | +0.1% | +3.5% | -3.4% | +0.1% |
| 3M | -24.4% | +2.7% | -27.1% | -24.4% |
| 6M | -17.7% | +44.7% | -62.4% | -18.3% |
| YTD | -17.4% | +143.3% | -160.7% | -19.9% |
| All | -19.6% | +100.0% | -119.6% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling