-10.5%
PCG vs BBWI
-43.7%
+33.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.2% |
| 7D | -13.9% | +1.5% | -15.4% | -14.0% |
| 30D | -16.9% | -5.2% | -11.7% | -16.6% |
| 3M | -14.7% | +11.1% | -25.8% | -15.7% |
| 6M | -23.8% | -13.4% | -10.4% | -23.4% |
| YTD | -10.5% | +0.1% | -10.6% | -11.2% |
| 1Y | -5.1% | -36.1% | +31.0% | -2.0% |
| All | -10.5% | -43.7% | +33.2% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling