-13.1%
PCG vs BOXX
+18.5%
-31.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.5% | +0.1% | -3.5% | -3.5% |
| 30D | -20.6% | +0.3% | -20.9% | -20.2% |
| 3M | -17.6% | +1.0% | -18.6% | -16.3% |
| 6M | -23.5% | +1.9% | -25.4% | -21.0% |
| YTD | -13.6% | +2.7% | -16.3% | -9.5% |
| 1Y | -11.3% | +4.0% | -15.4% | -4.4% |
| 3Y | -16.9% | +14.7% | -31.6% | -6.5% |
| All | -13.1% | +18.5% | -31.6% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling