-18.6%
PCG vs BG
+5.5%
-24.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -1.1% | +7.4% | -8.4% | -1.5% |
| 30D | +0.1% | -1.5% | +1.6% | +0.2% |
| 3M | -24.4% | -6.1% | -18.4% | -24.2% |
| 6M | -17.7% | -18.0% | +0.4% | -16.5% |
| YTD | -17.4% | +15.6% | -33.1% | -19.2% |
| 1Y | -19.4% | +9.6% | -28.9% | -20.7% |
| 3Y | -18.6% | +6.3% | -24.9% | -17.0% |
| All | -18.6% | +5.5% | -24.1% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling