+9.2%
PCG vs BLK
+42.5%
-33.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -0.5% | +13.1% | -13.6% | -5.0% |
| 3M | -24.0% | +7.3% | -31.3% | -26.0% |
| 6M | -18.6% | +14.6% | -33.2% | -23.0% |
| YTD | -17.7% | +16.5% | -34.1% | -23.1% |
| 1Y | -20.0% | +15.4% | -35.4% | -25.1% |
| 3Y | -20.2% | +97.2% | -117.4% | -40.8% |
| All | +9.2% | +42.5% | -33.3% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling