-18.3%
PCG vs BEN
+86.4%
-104.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +2.1% |
| 7D | +2.2% | +6.8% | -4.6% | +0.7% |
| 30D | +0.8% | +18.0% | -17.2% | -3.0% |
| 3M | -23.8% | +7.5% | -31.3% | -25.0% |
| 6M | -19.6% | +14.7% | -34.3% | -22.3% |
| YTD | -16.7% | +56.1% | -72.8% | -25.9% |
| 1Y | -19.4% | +69.6% | -89.0% | -29.8% |
| 3Y | -18.3% | +87.7% | -106.0% | -33.6% |
| All | -18.3% | +86.4% | -104.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling