+39.0%
PCG vs BG
+937.2%
-898.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.0% | +1.5% | -3.4% | -2.3% |
| 30D | -2.7% | -7.0% | +4.3% | -1.3% |
| 3M | -25.1% | -10.0% | -15.1% | -23.7% |
| 6M | -22.3% | -19.8% | -2.5% | -19.2% |
| YTD | -18.5% | +14.3% | -32.8% | -21.7% |
| 1Y | -21.8% | +6.5% | -28.3% | -23.8% |
| 3Y | -21.0% | +4.4% | -25.4% | -24.0% |
| 5Y | +8.1% | +20.2% | -12.1% | -0.7% |
| 10Y | -76.6% | +108.5% | -185.2% | -81.6% |
| All | +39.0% | +937.2% | -898.1% | -21.2% |
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