+52.7%
PCG vs BG
+1,131.5%
-1,078.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | -13.9% | +2.8% | -16.7% | -14.4% |
| 30D | -16.9% | +12.0% | -28.9% | -19.0% |
| 3M | -14.7% | -7.7% | -7.0% | -13.6% |
| 6M | -23.8% | +4.5% | -28.3% | -25.1% |
| YTD | -10.5% | +35.7% | -46.2% | -16.8% |
| 1Y | -5.1% | +50.1% | -55.2% | -14.1% |
| 3Y | -11.6% | +12.6% | -24.2% | -16.1% |
| 5Y | +59.0% | +75.4% | -16.4% | +35.0% |
| 10Y | -75.7% | +150.5% | -226.2% | -81.6% |
| All | +52.7% | +1,131.5% | -1,078.8% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling