-76.7%
PCG vs BN
+289.4%
-366.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | -0.3% |
| 7D | -1.1% | +3.6% | -4.7% | -2.6% |
| 30D | +0.1% | +15.9% | -15.8% | -6.1% |
| 3M | -24.4% | -2.3% | -22.1% | -24.0% |
| 6M | -17.7% | -8.4% | -9.2% | -15.3% |
| YTD | -17.4% | -5.9% | -11.5% | -16.8% |
| 1Y | -19.4% | -5.6% | -13.8% | -19.1% |
| 3Y | -18.6% | +104.2% | -122.8% | -44.3% |
| 5Y | +10.2% | +35.5% | -25.3% | -10.9% |
| 10Y | -76.7% | +285.2% | -361.9% | -86.8% |
| All | -76.7% | +289.4% | -366.0% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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