-6.7%
PCG vs BOXX
+18.4%
-25.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -15.1% | +0.3% | -15.4% | -14.7% |
| 3M | -9.8% | +1.0% | -10.8% | -8.4% |
| 6M | -18.0% | +1.9% | -19.9% | -15.3% |
| YTD | -7.2% | +2.6% | -9.9% | -2.8% |
| 1Y | +2.9% | +4.0% | -1.2% | +11.0% |
| 3Y | -11.1% | +14.6% | -25.7% | 0.0% |
| All | -6.7% | +18.4% | -25.1% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling