+24.8%
PCG vs BBAI
-70.8%
+95.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.5% |
| 7D | -13.9% | -4.3% | -9.6% | -13.8% |
| 30D | -16.9% | -3.6% | -13.2% | -16.8% |
| 3M | -14.7% | -38.8% | +24.0% | -14.3% |
| 6M | -23.8% | -23.8% | -0.1% | -23.7% |
| YTD | -10.5% | -45.9% | +35.4% | -10.1% |
| 1Y | -5.1% | -40.8% | +35.7% | -5.0% |
| 3Y | -11.6% | +69.8% | -81.4% | -13.1% |
| 5Y | +59.0% | -70.3% | +129.3% | +54.7% |
| All | +24.8% | -70.8% | +95.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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