-19.5%
PCG vs BBWI
-6.0%
-13.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.8% |
| 7D | -1.6% | -6.2% | +4.6% | -1.2% |
| 30D | +1.4% | +19.9% | -18.5% | +0.3% |
| 3M | -23.4% | +7.1% | -30.5% | -23.8% |
| 6M | -19.4% | +13.7% | -33.0% | -20.2% |
| YTD | -18.5% | +9.6% | -28.1% | -18.8% |
| 1Y | -19.5% | -1.6% | -17.9% | -20.0% |
| All | -19.5% | -6.0% | -13.6% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling