-77.6%
PCG vs BN
+271.1%
-348.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -1.6% | +5.3% | -6.9% | -3.9% |
| 30D | +1.4% | +11.9% | -10.5% | -3.4% |
| 3M | -23.4% | -5.7% | -17.7% | -21.8% |
| 6M | -19.4% | -10.6% | -8.8% | -16.2% |
| YTD | -18.5% | -9.4% | -9.1% | -16.6% |
| 1Y | -19.5% | -8.8% | -10.8% | -18.1% |
| 3Y | -21.0% | +95.6% | -116.6% | -45.0% |
| 5Y | +13.7% | +30.2% | -16.4% | -6.5% |
| All | -77.6% | +271.1% | -348.7% | -87.2% |
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