-10.5%
PCG vs BIL
+14.1%
-24.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +0.1% | -13.9% | -13.8% |
| 30D | -16.9% | +0.3% | -17.2% | -16.7% |
| 3M | -14.7% | +0.9% | -15.7% | -13.5% |
| 6M | -23.8% | +1.8% | -25.7% | -20.8% |
| YTD | -10.5% | +2.4% | -12.9% | -5.5% |
| 1Y | -5.1% | +3.7% | -8.8% | +3.0% |
| All | -10.5% | +14.1% | -24.7% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling