-76.0%
PCG vs BLK
+318.4%
-394.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.9% |
| 7D | +2.2% | +3.7% | -1.6% | +0.4% |
| 30D | +0.8% | +13.9% | -13.1% | -5.5% |
| 3M | -23.8% | +3.9% | -27.7% | -25.4% |
| 6M | -19.6% | +13.0% | -32.6% | -24.9% |
| YTD | -16.7% | +16.1% | -32.9% | -24.0% |
| 1Y | -19.4% | +16.8% | -36.2% | -26.8% |
| 3Y | -18.3% | +97.7% | -116.0% | -44.5% |
| 5Y | +10.4% | +42.1% | -31.7% | -12.7% |
| All | -76.0% | +318.4% | -394.4% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling