-5.1%
PCG vs BP
+34.1%
-39.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -13.9% | +3.9% | -17.8% | -13.8% |
| 30D | -16.9% | +7.6% | -24.5% | -17.0% |
| 3M | -14.7% | +0.7% | -15.4% | -15.0% |
| 6M | -23.8% | +15.5% | -39.3% | -24.6% |
| YTD | -10.5% | +30.8% | -41.3% | -13.0% |
| 1Y | -5.1% | +34.3% | -39.4% | -7.2% |
| All | -5.1% | +34.1% | -39.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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