-20.0%
PCG vs BG
+8.1%
-28.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.0% |
| 7D | -2.2% | +3.4% | -5.6% | -2.2% |
| 30D | -0.5% | -3.8% | +3.3% | -0.4% |
| 3M | -24.0% | -9.6% | -14.4% | -23.8% |
| 6M | -18.6% | -19.5% | +0.9% | -17.6% |
| YTD | -17.7% | +14.6% | -32.3% | -20.6% |
| 1Y | -20.0% | +6.6% | -26.6% | -23.1% |
| All | -20.0% | +8.1% | -28.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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