-76.2%
PCG vs BP
+124.7%
-200.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | -6.3% | +5.9% | +1.5% |
| 30D | +0.8% | -3.6% | +4.4% | +1.6% |
| 3M | -22.0% | +5.2% | -27.3% | -23.7% |
| 6M | -17.1% | +5.3% | -22.4% | -19.4% |
| YTD | -16.9% | +33.1% | -50.0% | -25.6% |
| 1Y | -19.1% | +26.3% | -45.3% | -26.4% |
| 3Y | -19.4% | +47.5% | -67.0% | -31.9% |
| 5Y | +9.0% | +106.2% | -97.2% | -21.0% |
| 10Y | -76.2% | +127.0% | -203.1% | -83.9% |
| All | -76.2% | +124.7% | -200.9% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling