+87.3%
PCG vs BN
+15,687.7%
-15,600.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -1.6% | +5.3% | -6.9% | -2.9% |
| 30D | +1.4% | +11.9% | -10.5% | -1.5% |
| 3M | -23.4% | -5.7% | -17.7% | -22.4% |
| 6M | -19.4% | -10.6% | -8.8% | -17.5% |
| YTD | -18.5% | -9.4% | -9.1% | -17.2% |
| 1Y | -19.5% | -8.8% | -10.8% | -18.5% |
| 3Y | -21.0% | +95.6% | -116.6% | -34.6% |
| 5Y | +13.7% | +30.2% | -16.4% | +2.3% |
| 10Y | -77.2% | +277.0% | -354.2% | -83.7% |
| All | +87.3% | +15,687.7% | -15,600.4% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling