-11.1%
PCG vs BND
+13.3%
-24.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | -15.1% | -0.4% | -14.8% | -14.7% |
| 3M | -9.8% | -0.2% | -9.6% | -9.5% |
| 6M | -18.0% | -1.2% | -16.8% | -16.9% |
| YTD | -7.2% | -0.3% | -6.9% | -6.8% |
| 1Y | +2.9% | +0.4% | +2.5% | +2.6% |
| 3Y | -11.1% | +13.4% | -24.5% | -22.2% |
| All | -11.1% | +13.3% | -24.3% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling