-5.1%
PCG vs BR
-29.1%
+24.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.5% |
| 7D | -13.9% | -5.3% | -8.6% | -13.7% |
| 30D | -16.9% | +6.4% | -23.3% | -16.9% |
| 3M | -14.7% | +13.6% | -28.4% | -15.2% |
| 6M | -23.8% | -6.7% | -17.1% | -22.7% |
| YTD | -10.5% | -21.1% | +10.6% | -5.5% |
| 1Y | -5.1% | -29.6% | +24.4% | +6.0% |
| All | -5.1% | -29.1% | +24.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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