-19.4%
PCG vs BR
-11.4%
-8.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.2% |
| 7D | +2.2% | +1.1% | +1.1% | +2.2% |
| 30D | +0.8% | +14.4% | -13.6% | +1.2% |
| 3M | -23.8% | +12.4% | -36.2% | -23.4% |
| 6M | -19.6% | +35.4% | -55.1% | -19.0% |
| YTD | -16.7% | -12.2% | -4.6% | -16.6% |
| 1Y | -19.4% | -12.7% | -6.6% | -19.3% |
| All | -19.4% | -11.4% | -8.0% | -19.3% |
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 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