-75.3%
PCG vs BR
+185.2%
-260.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.1% |
| 7D | +6.5% | -5.0% | +11.5% | +8.3% |
| 30D | -16.7% | -2.5% | -14.3% | -16.1% |
| 3M | -14.2% | +13.5% | -27.7% | -18.5% |
| 6M | -21.5% | -9.4% | -12.0% | -19.2% |
| YTD | -11.2% | -23.3% | +12.1% | -2.9% |
| 1Y | -4.2% | -31.6% | +27.4% | +9.6% |
| 3Y | -14.9% | -5.1% | -9.8% | -15.6% |
| 5Y | +54.2% | +8.2% | +46.1% | +42.2% |
| 10Y | -75.3% | +189.8% | -265.2% | -84.3% |
| All | -75.3% | +185.2% | -260.5% | -84.3% |
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