-76.7%
PCG vs BIL
+25.6%
-102.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.1% | +0.1% | -1.1% | -1.0% |
| 30D | +0.1% | 0.0% | +0.1% | 0.0% |
| 3M | -24.4% | +0.6% | -25.0% | -24.6% |
| 6M | -17.7% | +1.5% | -19.2% | -17.7% |
| YTD | -17.4% | +2.8% | -20.2% | -17.2% |
| 1Y | -19.4% | +3.3% | -22.7% | -19.1% |
| 3Y | -18.6% | +13.4% | -32.0% | -22.3% |
| 5Y | +10.2% | +19.8% | -9.6% | -7.1% |
| 10Y | -76.7% | +25.6% | -102.3% | -87.2% |
| All | -76.7% | +25.6% | -102.3% | -87.2% |
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