-58.2%
PCG vs BR
+1,480.9%
-1,539.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | -1.1% | +4.4% | -5.5% | -2.4% |
| 30D | +0.1% | +16.3% | -16.2% | -4.6% |
| 3M | -24.4% | +16.2% | -40.7% | -28.1% |
| 6M | -17.7% | +30.3% | -48.0% | -24.9% |
| YTD | -17.4% | -12.2% | -5.2% | -15.1% |
| 1Y | -19.4% | -11.3% | -8.1% | -17.5% |
| 3Y | -18.6% | +15.2% | -33.8% | -23.9% |
| 5Y | +10.2% | +18.0% | -7.8% | +1.0% |
| 10Y | -76.7% | +268.7% | -345.4% | -85.0% |
| All | -58.2% | +1,480.9% | -1,539.1% | -83.3% |
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 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