+46.7%
PCG vs BTDR
-33.9%
+80.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.9% | -8.6% | +1.1% |
| 7D | -1.1% | +7.1% | -8.2% | -1.3% |
| 30D | +0.1% | -31.4% | +31.4% | +0.9% |
| 3M | -24.4% | -39.2% | +14.8% | -23.7% |
| 6M | -17.7% | -50.9% | +33.3% | -16.8% |
| YTD | -17.4% | -41.0% | +23.6% | -17.4% |
| 1Y | -19.4% | -69.9% | +50.6% | -18.0% |
| 3Y | -18.6% | +87.3% | -105.8% | -21.4% |
| 5Y | +10.2% | -33.6% | +43.9% | +7.4% |
| All | +46.7% | -33.9% | +80.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling