-77.6%
PCG vs BEN
+62.2%
-139.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -3.4% |
| 7D | -1.6% | +6.6% | -8.2% | -3.6% |
| 30D | +1.4% | +3.8% | -2.4% | +0.1% |
| 3M | -23.4% | +0.2% | -23.6% | -23.6% |
| 6M | -19.4% | +10.4% | -29.8% | -22.2% |
| YTD | -18.5% | +46.2% | -64.7% | -28.3% |
| 1Y | -19.5% | +52.3% | -71.8% | -30.1% |
| 3Y | -21.0% | +65.9% | -86.9% | -34.8% |
| 5Y | +13.7% | +20.6% | -6.8% | +1.4% |
| All | -77.6% | +62.2% | -139.8% | -82.4% |
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