-19.5%
PCG vs BEN
+54.9%
-74.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -2.5% |
| 7D | -1.6% | +6.6% | -8.2% | -2.3% |
| 30D | +1.4% | +3.8% | -2.4% | +1.0% |
| 3M | -23.4% | +0.2% | -23.6% | -23.3% |
| 6M | -19.4% | +10.4% | -29.8% | -19.9% |
| YTD | -18.5% | +46.2% | -64.7% | -23.4% |
| 1Y | -19.5% | +52.3% | -71.8% | -24.8% |
| All | -19.5% | +54.9% | -74.5% | -24.8% |
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