+113.2%
PCG vs BNY
+8,076.8%
-7,963.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.9% |
| 7D | +5.4% | +1.5% | +3.9% | +5.1% |
| 30D | -15.1% | +3.3% | -18.4% | -15.7% |
| 3M | -9.8% | +15.3% | -25.1% | -12.7% |
| 6M | -18.0% | +42.5% | -60.5% | -24.3% |
| YTD | -7.2% | +42.0% | -49.3% | -14.5% |
| 1Y | +2.9% | +59.3% | -56.4% | -7.7% |
| 3Y | -11.1% | +291.2% | -302.3% | -34.6% |
| 5Y | +61.8% | +252.1% | -190.3% | +20.9% |
| 10Y | -75.2% | +407.1% | -482.3% | -83.0% |
| All | +113.2% | +8,076.8% | -7,963.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling