-14.5%
PCG vs BB
+258.8%
-273.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | -5.6% | -8.2% | -13.6% |
| 30D | -16.9% | -11.8% | -5.1% | -16.3% |
| 3M | -14.7% | -25.5% | +10.8% | -13.6% |
| 6M | -23.8% | +121.3% | -145.1% | -28.1% |
| YTD | -10.5% | +103.2% | -113.7% | -15.1% |
| 1Y | -5.1% | +102.6% | -107.7% | -10.2% |
| 3Y | -11.6% | +37.5% | -49.1% | -16.0% |
| 5Y | +59.0% | -30.4% | +89.5% | +54.9% |
| 10Y | -75.7% | 0.0% | -75.7% | -78.3% |
| All | -14.5% | +258.8% | -273.4% | -29.1% |
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