-20.0%
PCG vs BDX
+23.6%
-43.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | -2.0% | +1.0% | -3.0% | -2.2% |
| 30D | -2.7% | +15.1% | -17.8% | -5.5% |
| 3M | -25.1% | +18.2% | -43.3% | -27.7% |
| 6M | -22.3% | +48.1% | -70.4% | -29.2% |
| YTD | -18.5% | +44.1% | -62.6% | -25.4% |
| 1Y | -21.8% | +46.4% | -68.2% | -28.8% |
| All | -20.0% | +23.6% | -43.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling