-16.0%
PCG vs BNY
+45.2%
-61.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.6% |
| 7D | +1.9% | +2.8% | -0.9% | +1.6% |
| 30D | +8.5% | +6.7% | +1.8% | +7.8% |
| 3M | -22.9% | -2.2% | -20.7% | -22.5% |
| 6M | -16.8% | +16.8% | -33.5% | -17.2% |
| YTD | -15.8% | +33.9% | -49.7% | -18.6% |
| 1Y | -16.0% | +43.9% | -59.9% | -21.9% |
| All | -16.0% | +45.2% | -61.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling