-11.1%
PCG vs BDX
-9.6%
-1.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.7% | +4.3% |
| 7D | +5.4% | -4.3% | +9.7% | +6.4% |
| 30D | -15.1% | +1.3% | -16.4% | -15.5% |
| 3M | -9.8% | +20.2% | -30.1% | -14.0% |
| 6M | -18.0% | +8.6% | -26.6% | -20.1% |
| YTD | -7.2% | +19.0% | -26.2% | -11.5% |
| 1Y | +2.9% | +21.2% | -18.3% | -2.4% |
| 3Y | -11.1% | -9.7% | -1.4% | -10.8% |
| All | -11.1% | -9.6% | -1.5% | -10.8% |
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