-11.1%
PCG vs BR
-4.7%
-6.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.1% |
| 7D | +5.4% | -5.9% | +11.4% | +6.7% |
| 30D | -15.1% | +1.9% | -17.0% | -15.5% |
| 3M | -9.8% | +14.7% | -24.5% | -12.7% |
| 6M | -18.0% | -12.8% | -5.2% | -14.5% |
| YTD | -7.2% | -23.0% | +15.8% | +1.1% |
| 1Y | +2.9% | -31.7% | +34.5% | +17.3% |
| 3Y | -11.1% | -4.8% | -6.3% | -8.9% |
| All | -11.1% | -4.7% | -6.4% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling