+8.1%
PCG vs BN
+36.7%
-28.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | -25.1% | -6.7% | -18.4% | -23.7% |
| 6M | -22.3% | -9.0% | -13.3% | -20.4% |
| YTD | -18.5% | -8.8% | -9.7% | -17.1% |
| 1Y | -21.8% | -10.6% | -11.2% | -20.1% |
| 3Y | -21.0% | +98.8% | -119.8% | -39.8% |
| 5Y | +8.1% | +33.6% | -25.5% | -5.0% |
| All | +8.1% | +36.7% | -28.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling