-76.5%
PCG vs BIL
+26.1%
-102.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -2.7% | +0.3% | -3.0% | -2.8% |
| 3M | -25.1% | +0.9% | -26.0% | -25.2% |
| 6M | -22.3% | +1.8% | -24.1% | -22.3% |
| YTD | -18.5% | +3.1% | -21.6% | -18.3% |
| 1Y | -21.8% | +3.7% | -25.5% | -21.5% |
| 3Y | -21.0% | +13.8% | -34.8% | -24.6% |
| 5Y | +8.1% | +20.2% | -12.2% | -9.0% |
| All | -76.5% | +26.1% | -102.6% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling