+87.3%
PCG vs BBWI
+1,142.2%
-1,054.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.5% |
| 7D | -1.6% | -6.2% | +4.6% | -0.7% |
| 30D | +1.4% | +19.9% | -18.5% | -1.5% |
| 3M | -23.4% | +7.1% | -30.5% | -24.7% |
| 6M | -19.4% | +13.7% | -33.0% | -21.9% |
| YTD | -18.5% | +9.6% | -28.1% | -21.2% |
| 1Y | -19.5% | -1.6% | -17.9% | -21.6% |
| 3Y | -21.0% | -25.9% | +4.9% | -22.3% |
| 5Y | +13.7% | -67.8% | +81.5% | +23.3% |
| 10Y | -77.2% | -43.5% | -33.7% | -80.0% |
| All | +87.3% | +1,142.2% | -1,054.9% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling