-23.8%
PCG vs BDX
+7.3%
-31.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.8% |
| 7D | -13.9% | -2.5% | -11.3% | -13.3% |
| 30D | -16.9% | +8.3% | -25.1% | -18.7% |
| 3M | -14.7% | +24.4% | -39.1% | -20.5% |
| 6M | -23.8% | +9.2% | -33.0% | -23.6% |
| All | -23.8% | +7.3% | -31.1% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling