-14.1%
PCG vs BIYA
-99.8%
+85.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.4% |
| 7D | -13.9% | +1.3% | -15.2% | -13.9% |
| 30D | -16.9% | -21.0% | +4.1% | -16.9% |
| 3M | -14.7% | -74.3% | +59.6% | -14.3% |
| 6M | -23.8% | -84.6% | +60.8% | -23.4% |
| YTD | -10.5% | -94.2% | +83.7% | -9.2% |
| 1Y | -5.1% | -98.2% | +93.1% | -1.9% |
| All | -14.1% | -99.8% | +85.7% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling