-76.0%
PCG vs BN
+267.0%
-343.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | -2.5% | -11.4% | -13.0% |
| 30D | -16.9% | -9.5% | -7.4% | -13.5% |
| 3M | -14.7% | -10.4% | -4.4% | -11.1% |
| 6M | -23.8% | -6.4% | -17.5% | -22.5% |
| YTD | -10.5% | -11.9% | +1.4% | -7.1% |
| 1Y | -5.1% | -8.6% | +3.5% | -3.5% |
| 3Y | -11.6% | +77.6% | -89.2% | -35.9% |
| 5Y | +59.0% | +37.0% | +22.0% | +26.9% |
| All | -76.0% | +267.0% | -343.0% | -86.6% |
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