-75.2%
PCG vs BBWI
-56.0%
-19.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.8% | +4.1% |
| 7D | +5.4% | +1.6% | +3.8% | +5.1% |
| 30D | -15.1% | -6.2% | -8.9% | -14.5% |
| 3M | -9.8% | +4.3% | -14.2% | -11.0% |
| 6M | -18.0% | -7.2% | -10.8% | -18.1% |
| YTD | -7.2% | -3.0% | -4.2% | -8.4% |
| 1Y | +2.9% | -30.8% | +33.6% | +6.3% |
| 3Y | -11.1% | -43.4% | +32.3% | -8.5% |
| 5Y | +61.8% | -66.7% | +128.5% | +76.6% |
| 10Y | -75.2% | -55.7% | -19.5% | -80.4% |
| All | -75.2% | -56.0% | -19.2% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling