+105.7%
PCG vs BDX
+5,351.6%
-5,245.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.8% |
| 7D | -13.9% | -2.5% | -11.3% | -13.4% |
| 30D | -16.9% | +8.3% | -25.1% | -18.4% |
| 3M | -14.7% | +24.4% | -39.1% | -18.9% |
| 6M | -23.8% | +9.2% | -33.0% | -25.5% |
| YTD | -10.5% | +22.7% | -33.2% | -14.8% |
| 1Y | -5.1% | +25.9% | -31.0% | -10.2% |
| 3Y | -11.6% | -10.5% | -1.1% | -11.0% |
| 5Y | +59.0% | +1.9% | +57.1% | +55.0% |
| 10Y | -75.7% | +58.7% | -134.4% | -78.3% |
| All | +105.7% | +5,351.6% | -5,245.9% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling