-11.0%
PCG vs BIYA
-99.8%
+88.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.4% | +2.7% | +2.7% | +5.4% |
| 30D | -15.1% | -18.7% | +3.6% | -15.2% |
| 3M | -9.8% | -72.0% | +62.2% | -9.4% |
| 6M | -18.0% | -86.4% | +68.4% | -17.4% |
| YTD | -7.2% | -94.2% | +86.9% | -5.9% |
| 1Y | +2.9% | -98.4% | +101.3% | +6.6% |
| All | -11.0% | -99.8% | +88.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling