-54.6%
PCG vs BR
+1,321.0%
-1,375.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.5% |
| 7D | -13.9% | -5.3% | -8.6% | -12.4% |
| 30D | -16.9% | +6.4% | -23.3% | -18.6% |
| 3M | -14.7% | +13.6% | -28.4% | -18.4% |
| 6M | -23.8% | -6.7% | -17.1% | -22.9% |
| YTD | -10.5% | -21.1% | +10.6% | -4.7% |
| 1Y | -5.1% | -29.6% | +24.4% | +4.8% |
| 3Y | -11.6% | -2.4% | -9.2% | -12.8% |
| 5Y | +59.0% | +11.2% | +47.8% | +48.6% |
| 10Y | -75.7% | +191.8% | -267.5% | -83.3% |
| All | -54.6% | +1,321.0% | -1,375.6% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling