-76.2%
PCG vs BR
+280.9%
-357.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.5% | +5.0% | -5.5% | -2.1% |
| 30D | +0.8% | +16.6% | -15.9% | -4.6% |
| 3M | -22.0% | +12.0% | -34.0% | -25.3% |
| 6M | -17.1% | +30.7% | -47.8% | -25.4% |
| YTD | -16.9% | -11.9% | -4.9% | -13.6% |
| 1Y | -19.1% | -11.6% | -7.5% | -16.2% |
| 3Y | -19.4% | +15.0% | -34.5% | -25.6% |
| 5Y | +9.0% | +18.1% | -9.1% | -2.3% |
| All | -76.2% | +280.9% | -357.1% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling