-76.0%
PCG vs BBY
+288.1%
-364.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | +2.2% | +4.5% | -2.3% | +1.1% |
| 30D | +0.8% | +16.8% | -16.0% | -3.2% |
| 3M | -23.8% | +23.2% | -47.0% | -27.8% |
| 6M | -19.6% | +91.9% | -111.6% | -31.9% |
| YTD | -16.7% | +61.6% | -78.4% | -26.8% |
| 1Y | -19.4% | +43.9% | -63.3% | -27.2% |
| 3Y | -18.3% | +88.6% | -107.0% | -33.8% |
| 5Y | +10.4% | -3.1% | +13.5% | +4.0% |
| All | -76.0% | +288.1% | -364.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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