+53.3%
PCG vs BNY
+250.1%
-196.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | -18.9% | +1.4% | -20.3% | -19.3% |
| 3M | -15.8% | +16.8% | -32.7% | -21.0% |
| 6M | -22.6% | +42.0% | -64.5% | -33.1% |
| YTD | -12.2% | +41.9% | -54.1% | -24.6% |
| 1Y | -7.1% | +59.2% | -66.3% | -24.3% |
| 3Y | -15.8% | +290.9% | -306.7% | -54.0% |
| 5Y | +53.3% | +259.0% | -205.7% | -16.7% |
| All | +53.3% | +250.1% | -196.8% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling