-4.2%
PCG vs BDX
+22.7%
-26.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.2% | -4.5% |
| 7D | +6.5% | -3.6% | +10.0% | +7.4% |
| 30D | -16.7% | +0.7% | -17.4% | -17.0% |
| 3M | -14.2% | +19.0% | -33.1% | -19.1% |
| 6M | -21.5% | +10.8% | -32.2% | -24.3% |
| YTD | -11.2% | +20.1% | -31.3% | -17.6% |
| 1Y | -4.2% | +23.1% | -27.3% | -10.6% |
| All | -4.2% | +22.7% | -26.9% | -10.6% |
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