-16.0%
PCG vs BDX
+54.0%
-70.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.7% | +0.1% |
| 7D | +1.9% | +7.2% | -5.3% | +0.9% |
| 30D | +8.5% | +15.8% | -7.3% | +6.1% |
| 3M | -22.9% | +23.7% | -46.6% | -25.9% |
| 6M | -16.8% | +44.8% | -61.6% | -23.6% |
| YTD | -15.8% | +39.8% | -55.6% | -21.8% |
| 1Y | -16.0% | +52.3% | -68.3% | -22.5% |
| All | -16.0% | +54.0% | -70.0% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling