-23.8%
PCG vs BN
-6.7%
-17.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | -2.5% | -11.4% | -13.7% |
| 30D | -16.9% | -9.5% | -7.4% | -16.1% |
| 3M | -14.7% | -10.4% | -4.4% | -13.8% |
| 6M | -23.8% | -6.4% | -17.5% | -24.1% |
| All | -23.8% | -6.7% | -17.1% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling