-76.7%
PCG vs BBWI
-41.3%
-35.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -1.1% | -6.2% | +5.1% | -0.1% |
| 30D | +0.1% | +25.5% | -25.4% | -3.7% |
| 3M | -24.4% | +8.0% | -32.4% | -25.8% |
| 6M | -17.7% | +12.7% | -30.3% | -20.2% |
| YTD | -17.4% | +11.6% | -29.1% | -20.5% |
| 1Y | -19.4% | -0.9% | -18.5% | -21.6% |
| 3Y | -18.6% | -22.7% | +4.1% | -20.7% |
| 5Y | +10.2% | -67.2% | +77.4% | +21.0% |
| 10Y | -76.7% | -43.7% | -33.0% | -82.8% |
| All | -76.7% | -41.3% | -35.4% | -82.8% |
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