-20.0%
PCG vs BB
+154.0%
-174.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.9% |
| 7D | -2.0% | +9.0% | -10.9% | -2.3% |
| 30D | -2.7% | +7.7% | -10.4% | -3.1% |
| 3M | -25.1% | +4.0% | -29.1% | -25.3% |
| 6M | -22.3% | +46.6% | -68.9% | -24.4% |
| YTD | -18.5% | +140.6% | -159.1% | -23.1% |
| 1Y | -21.8% | +103.1% | -125.0% | -25.6% |
| All | -20.0% | +154.0% | -174.1% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling