+54.2%
PCG vs BLK
+31.1%
+23.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.1% | -3.5% |
| 7D | +6.5% | -2.7% | +9.1% | +7.5% |
| 30D | -16.7% | -4.8% | -12.0% | -15.2% |
| 3M | -14.2% | +6.5% | -20.6% | -16.3% |
| 6M | -21.5% | +13.2% | -34.6% | -25.6% |
| YTD | -11.2% | +1.8% | -13.0% | -12.8% |
| 1Y | -4.2% | -1.0% | -3.2% | -5.1% |
| 3Y | -14.9% | +66.0% | -80.8% | -32.6% |
| 5Y | +54.2% | +31.2% | +23.0% | +33.0% |
| All | +54.2% | +31.1% | +23.2% | +33.0% |
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