-5.1%
PCG vs BEN
+42.6%
-47.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.0% |
| 7D | -13.9% | +0.2% | -14.1% | -13.9% |
| 30D | -16.9% | -0.5% | -16.3% | -16.8% |
| 3M | -14.7% | +9.7% | -24.5% | -15.5% |
| 6M | -23.8% | +33.9% | -57.7% | -27.2% |
| YTD | -10.5% | +49.0% | -59.5% | -16.5% |
| 1Y | -5.1% | +42.1% | -47.2% | -11.9% |
| All | -5.1% | +42.6% | -47.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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