-20.0%
PCG vs BEN
+68.9%
-88.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | +7.2% | -9.4% | -3.0% |
| 30D | -0.5% | +14.1% | -14.6% | -2.1% |
| 3M | -24.0% | +9.9% | -33.9% | -24.7% |
| 6M | -18.6% | +17.4% | -36.0% | -19.9% |
| YTD | -17.7% | +57.3% | -75.0% | -24.8% |
| 1Y | -20.0% | +66.9% | -86.9% | -28.1% |
| All | -20.0% | +68.9% | -88.9% | -28.1% |
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