+61.8%
PCG vs BR
+9.8%
+52.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.4% |
| 7D | +5.4% | -5.9% | +11.4% | +7.3% |
| 30D | -15.1% | +1.9% | -17.0% | -15.8% |
| 3M | -9.8% | +14.7% | -24.5% | -14.0% |
| 6M | -18.0% | -12.8% | -5.2% | -14.3% |
| YTD | -7.2% | -23.0% | +15.8% | +1.5% |
| 1Y | +2.9% | -31.7% | +34.5% | +18.1% |
| 3Y | -11.1% | -4.8% | -6.3% | -11.6% |
| 5Y | +61.8% | +7.8% | +54.0% | +45.6% |
| All | +61.8% | +9.8% | +52.0% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling