-18.6%
PCG vs BR
+13.8%
-32.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -1.1% | +4.4% | -5.5% | -1.8% |
| 30D | +0.1% | +16.3% | -16.2% | -2.7% |
| 3M | -24.4% | +16.2% | -40.7% | -26.6% |
| 6M | -17.7% | +30.3% | -48.0% | -22.3% |
| YTD | -17.4% | -12.2% | -5.2% | -12.1% |
| 1Y | -19.4% | -11.3% | -8.1% | -14.6% |
| 3Y | -18.6% | +15.2% | -33.8% | -20.4% |
| All | -18.6% | +13.8% | -32.4% | -20.4% |
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