-22.2%
PCG vs BB
+307.3%
-329.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.2% |
| 7D | -1.6% | +3.8% | -5.4% | -1.8% |
| 30D | +1.4% | -0.3% | +1.7% | +1.3% |
| 3M | -23.4% | -0.5% | -22.9% | -23.6% |
| 6M | -19.4% | +45.9% | -65.3% | -22.0% |
| YTD | -18.5% | +130.6% | -149.1% | -23.5% |
| 1Y | -19.5% | +89.2% | -108.7% | -23.6% |
| 3Y | -21.0% | +137.5% | -158.5% | -27.4% |
| 5Y | +13.7% | -20.9% | +34.6% | +9.8% |
| 10Y | -77.2% | +25.4% | -102.5% | -79.8% |
| All | -22.2% | +307.3% | -329.5% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling