-19.5%
PCG vs BIL
+3.0%
-22.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | +1.4% | 0.0% | +1.4% | +0.4% |
| 3M | -23.4% | +0.3% | -23.7% | -26.2% |
| 6M | -19.4% | +1.2% | -20.6% | -21.4% |
| YTD | -18.5% | +2.5% | -20.9% | -16.3% |
| 1Y | -19.5% | +3.0% | -22.6% | -12.3% |
| All | -19.5% | +3.0% | -22.6% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling