+9.3%
PCG vs BP
+113.6%
-104.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +2.2% | +3.8% | -1.6% | +1.4% |
| 30D | +0.8% | -5.3% | +6.1% | +1.7% |
| 3M | -23.8% | +9.3% | -33.1% | -25.5% |
| 6M | -19.6% | +7.2% | -26.8% | -21.4% |
| YTD | -16.7% | +38.0% | -54.8% | -23.8% |
| 1Y | -19.4% | +33.2% | -52.6% | -25.7% |
| 3Y | -18.3% | +50.3% | -68.6% | -28.2% |
| All | +9.3% | +113.6% | -104.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling