+9.0%
PCG vs BIL
+19.8%
-10.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | +0.1% | -0.5% | -0.3% |
| 30D | +0.8% | 0.0% | +0.8% | +0.7% |
| 3M | -22.0% | +0.6% | -22.6% | -20.8% |
| 6M | -17.1% | +1.5% | -18.6% | -13.2% |
| YTD | -16.9% | +2.8% | -19.6% | -8.8% |
| 1Y | -19.1% | +3.3% | -22.4% | -9.4% |
| 3Y | -19.4% | +13.4% | -32.9% | +19.8% |
| 5Y | +9.0% | +19.8% | -10.8% | +50.7% |
| All | +9.0% | +19.8% | -10.8% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling