-75.9%
PCG vs BLK
+277.4%
-353.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +0.5% | -5.2% | +5.7% | +3.0% |
| 30D | -18.9% | -7.0% | -11.9% | -16.0% |
| 3M | -15.8% | +5.7% | -21.5% | -18.3% |
| 6M | -22.6% | +11.0% | -33.6% | -27.1% |
| YTD | -12.2% | +0.9% | -13.1% | -14.0% |
| 1Y | -7.1% | -1.6% | -5.5% | -8.2% |
| 3Y | -15.8% | +64.5% | -80.3% | -37.1% |
| 5Y | +53.3% | +30.9% | +22.5% | +25.9% |
| All | -75.9% | +277.4% | -353.3% | -87.2% |
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