-20.0%
PCG vs BN
+100.0%
-120.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.7% | +13.6% | -16.3% | -6.1% |
| 3M | -25.1% | -6.7% | -18.4% | -23.9% |
| 6M | -22.3% | -9.0% | -13.3% | -20.6% |
| YTD | -18.5% | -8.8% | -9.7% | -17.3% |
| 1Y | -21.8% | -10.6% | -11.2% | -20.3% |
| All | -20.0% | +100.0% | -120.0% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling