-76.3%
PCG vs BNY
+416.3%
-492.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.5% | -1.3% | -2.2% | -2.9% |
| 30D | -20.6% | -0.2% | -20.4% | -20.5% |
| 3M | -17.6% | +14.9% | -32.5% | -22.8% |
| 6M | -23.5% | +40.0% | -63.5% | -34.8% |
| YTD | -13.6% | +42.0% | -55.6% | -27.3% |
| 1Y | -11.3% | +56.9% | -68.2% | -28.9% |
| 3Y | -16.9% | +289.9% | -306.8% | -57.2% |
| 5Y | +50.8% | +259.2% | -208.4% | -21.5% |
| All | -76.3% | +416.3% | -492.6% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling