-16.0%
PCG vs BOXX
+4.1%
-20.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.1% |
| 30D | +8.5% | +0.4% | +8.1% | +5.3% |
| 3M | -22.9% | +1.0% | -23.9% | -27.0% |
| 6M | -16.8% | +2.0% | -18.7% | -22.5% |
| YTD | -15.8% | +3.3% | -19.1% | -24.8% |
| 1Y | -16.0% | +4.1% | -20.0% | -27.6% |
| All | -16.0% | +4.1% | -20.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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