-76.4%
PCG vs BP
+133.4%
-209.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -2.2% | -0.8% | -1.5% | -2.0% |
| 30D | -0.5% | -3.1% | +2.7% | +0.2% |
| 3M | -24.0% | +6.2% | -30.1% | -25.8% |
| 6M | -18.6% | +4.8% | -23.4% | -20.7% |
| YTD | -17.7% | +35.2% | -52.8% | -26.7% |
| 1Y | -20.0% | +27.4% | -47.4% | -27.5% |
| 3Y | -20.2% | +49.8% | -70.0% | -32.9% |
| 5Y | +8.4% | +109.4% | -101.0% | -21.8% |
| 10Y | -76.4% | +135.7% | -212.1% | -84.0% |
| All | -76.4% | +133.4% | -209.8% | -84.0% |
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