-59.6%
PCG vs BND
+75.4%
-135.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | +0.8% | +1.3% | -0.5% | -0.5% |
| 3M | -22.0% | -0.7% | -21.3% | -21.5% |
| 6M | -17.1% | -1.6% | -15.5% | -15.8% |
| YTD | -16.9% | -1.0% | -15.8% | -16.0% |
| 1Y | -19.1% | -0.7% | -18.4% | -18.4% |
| 3Y | -19.4% | +14.1% | -33.5% | -28.6% |
| 5Y | +9.0% | -1.5% | +10.5% | +11.0% |
| 10Y | -76.2% | +17.3% | -93.5% | -77.3% |
| All | -59.6% | +75.4% | -135.0% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling