+105.7%
PCG vs BBWI
+1,034.6%
-928.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.0% |
| 7D | -13.9% | +1.5% | -15.4% | -14.1% |
| 30D | -16.9% | -5.2% | -11.7% | -16.4% |
| 3M | -14.7% | +11.1% | -25.8% | -16.6% |
| 6M | -23.8% | -13.4% | -10.4% | -23.1% |
| YTD | -10.5% | +0.1% | -10.6% | -11.9% |
| 1Y | -5.1% | -36.1% | +31.0% | -1.1% |
| 3Y | -11.6% | -44.1% | +32.5% | -9.0% |
| 5Y | +59.0% | -66.2% | +125.2% | +71.4% |
| 10Y | -75.7% | -54.8% | -21.0% | -78.0% |
| All | +105.7% | +1,034.6% | -928.9% | +5.5% |
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