-75.3%
PCG vs BBY
+236.2%
-311.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.9% |
| 7D | +6.5% | +1.2% | +5.3% | +6.2% |
| 30D | -16.7% | +6.8% | -23.5% | -18.0% |
| 3M | -14.2% | +18.7% | -32.9% | -17.6% |
| 6M | -21.5% | +37.3% | -58.7% | -27.7% |
| YTD | -11.2% | +35.3% | -46.5% | -18.1% |
| 1Y | -4.2% | +20.7% | -24.9% | -9.5% |
| 3Y | -14.9% | +39.4% | -54.3% | -25.2% |
| 5Y | +54.2% | -1.5% | +55.7% | +43.4% |
| 10Y | -75.3% | +239.8% | -315.1% | -81.2% |
| All | -75.3% | +236.2% | -311.5% | -81.2% |
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