-76.4%
PCG vs BEN
+60.1%
-136.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | +7.2% | -9.4% | -4.4% |
| 30D | -0.5% | +14.1% | -14.6% | -4.6% |
| 3M | -24.0% | +9.9% | -33.9% | -26.3% |
| 6M | -18.6% | +17.4% | -36.0% | -23.0% |
| YTD | -17.7% | +57.3% | -75.0% | -29.5% |
| 1Y | -20.0% | +66.9% | -86.9% | -32.8% |
| 3Y | -20.2% | +85.7% | -105.9% | -36.9% |
| 5Y | +8.4% | +31.2% | -22.8% | -6.2% |
| 10Y | -76.4% | +61.0% | -137.4% | -82.6% |
| All | -76.4% | +60.1% | -136.4% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling