+87.3%
PCG vs BP
+1,351.0%
-1,263.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.6% | -11.6% | +10.0% | +1.5% |
| 30D | +1.4% | 0.0% | +1.4% | +1.2% |
| 3M | -23.4% | +6.7% | -30.1% | -25.1% |
| 6M | -19.4% | +2.2% | -21.5% | -20.6% |
| YTD | -18.5% | +33.0% | -51.5% | -25.6% |
| 1Y | -19.5% | +30.7% | -50.3% | -26.3% |
| 3Y | -21.0% | +44.2% | -65.2% | -30.6% |
| 5Y | +13.7% | +105.1% | -91.4% | -10.9% |
| 10Y | -77.2% | +133.5% | -210.7% | -83.5% |
| All | +87.3% | +1,351.0% | -1,263.6% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling