-10.5%
PCG vs BLK
+14,777.2%
-14,787.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -24.0% | +7.3% | -31.3% | -25.4% |
| 6M | -18.6% | +14.6% | -33.2% | -21.8% |
| YTD | -17.7% | +16.5% | -34.1% | -21.5% |
| 1Y | -20.0% | +15.4% | -35.4% | -23.6% |
| 3Y | -20.2% | +97.2% | -117.4% | -33.9% |
| 5Y | +8.4% | +43.4% | -35.0% | -4.0% |
| 10Y | -76.4% | +322.5% | -398.9% | -83.6% |
| All | -10.5% | +14,777.2% | -14,787.7% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling