-16.0%
PCG vs BLK
+17.9%
-33.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.1% |
| 7D | +1.9% | +5.7% | -3.8% | +1.1% |
| 30D | +8.5% | +14.8% | -6.3% | +6.6% |
| 3M | -22.9% | +8.8% | -31.7% | -23.7% |
| 6M | -16.8% | +17.6% | -34.4% | -18.2% |
| YTD | -15.8% | +16.3% | -32.1% | -17.6% |
| 1Y | -16.0% | +18.0% | -34.0% | -18.3% |
| All | -16.0% | +17.9% | -33.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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