-75.3%
PCG vs BND
+15.6%
-90.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -3.9% |
| 7D | +6.5% | -0.1% | +6.6% | +6.7% |
| 30D | -16.7% | -0.2% | -16.5% | -16.4% |
| 3M | -14.2% | -0.7% | -13.5% | -13.2% |
| 6M | -21.5% | -1.7% | -19.8% | -19.3% |
| YTD | -11.2% | -0.5% | -10.7% | -10.3% |
| 1Y | -4.2% | +0.4% | -4.6% | -4.6% |
| 3Y | -14.9% | +13.1% | -28.0% | -30.4% |
| 5Y | +54.2% | -2.1% | +56.3% | +73.8% |
| 10Y | -75.3% | +15.7% | -91.0% | -80.0% |
| All | -75.3% | +15.6% | -90.9% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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